+614.6%
VLO vs CPNG
-52.6%
+667.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.6% |
| 7D | +6.2% | -7.6% | +13.8% | +6.9% |
| 30D | +23.5% | -8.8% | +32.3% | +24.3% |
| 3M | +53.9% | -7.2% | +61.1% | +54.2% |
| 6M | +81.7% | -21.5% | +103.2% | +84.2% |
| YTD | +142.5% | -37.4% | +179.9% | +150.7% |
| 1Y | +145.4% | -54.3% | +199.8% | +161.6% |
| 3Y | +197.3% | -20.3% | +217.6% | +196.8% |
| 5Y | +614.6% | -51.2% | +665.8% | +595.5% |
| All | +614.6% | -52.6% | +667.2% | +595.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling