+900.2%
VLO vs CPRT
+411.2%
+489.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.3% | +6.6% | +4.4% |
| 7D | +5.8% | +0.4% | +5.4% | +5.5% |
| 30D | +28.3% | +9.9% | +18.4% | +23.6% |
| 3M | +48.7% | +5.6% | +43.1% | +44.2% |
| 6M | +71.9% | -13.6% | +85.5% | +78.6% |
| YTD | +138.7% | -16.7% | +155.4% | +150.7% |
| 1Y | +148.5% | -33.1% | +181.6% | +183.4% |
| 3Y | +192.7% | -27.1% | +219.7% | +214.7% |
| 5Y | +601.6% | -9.9% | +611.5% | +563.9% |
| 10Y | +900.2% | +415.3% | +484.9% | +353.0% |
| All | +900.2% | +411.2% | +489.0% | +353.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling