+120.6%
VLO vs CPRT
-24.7%
+145.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +5.0% | -10.8% | -4.7% |
| 7D | -6.0% | +12.6% | -18.6% | -3.8% |
| 30D | -12.9% | +18.0% | -30.8% | -10.1% |
| 3M | +18.3% | +11.0% | +7.4% | +20.9% |
| 6M | +46.4% | -2.0% | +48.5% | +47.7% |
| YTD | +127.7% | -16.7% | +144.4% | +130.5% |
| 1Y | +120.6% | -23.9% | +144.5% | +118.3% |
| All | +120.6% | -24.7% | +145.3% | +118.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 1y: compounded portfolio wealth divided by compounded CPRT 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…
1y analysis · Full analysis span regression · 6 months rolling