+231.9%
VLO vs CPNG
-1.0%
+232.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.3% |
| 7D | +9.6% | -6.8% | +16.4% | +9.8% |
| 30D | -17.4% | +5.5% | -22.9% | -17.6% |
| 3M | +10.8% | -6.8% | +17.5% | +11.1% |
| 6M | +56.9% | -4.8% | +61.8% | +56.7% |
| YTD | +136.8% | -35.6% | +172.4% | +143.8% |
| 1Y | +120.7% | -46.8% | +167.4% | +132.1% |
| 3Y | +231.9% | -0.8% | +232.7% | +232.6% |
| All | +231.9% | -1.0% | +232.9% | +232.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CPNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling