+439.0%
VLO vs CPNG
-75.9%
+514.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.1% |
| 7D | +5.2% | -7.4% | +12.7% | +5.8% |
| 30D | +22.6% | -4.4% | +27.0% | +23.0% |
| 3M | +43.8% | -7.5% | +51.3% | +44.1% |
| 6M | +65.7% | -19.9% | +85.7% | +67.8% |
| YTD | +131.1% | -35.2% | +166.3% | +137.8% |
| 1Y | +143.6% | -46.8% | +190.4% | +154.8% |
| 3Y | +201.4% | -20.2% | +221.5% | +201.1% |
| 5Y | +568.9% | -48.4% | +617.3% | +548.7% |
| All | +439.0% | -75.9% | +514.9% | +402.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling