+473.2%
VLO vs CPNG
-43.2%
+516.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.3% |
| 7D | +9.6% | -6.8% | +16.4% | +10.1% |
| 30D | -17.4% | +5.5% | -22.9% | -17.9% |
| 3M | +10.8% | -6.8% | +17.5% | +11.1% |
| 6M | +56.9% | -4.8% | +61.8% | +56.5% |
| YTD | +136.8% | -35.6% | +172.4% | +143.7% |
| 1Y | +120.7% | -46.8% | +167.4% | +131.2% |
| 3Y | +231.9% | -0.8% | +232.7% | +224.3% |
| All | +473.2% | -43.2% | +516.4% | +436.1% |
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