+754.3%
VLO vs CPRT
+384.2%
+370.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.8% |
| 7D | -0.4% | -1.4% | +0.9% | 0.0% |
| 30D | -16.6% | +21.5% | -38.1% | -22.1% |
| 3M | +12.3% | +9.4% | +2.9% | +7.6% |
| 6M | +47.8% | -3.3% | +51.2% | +46.6% |
| YTD | +126.7% | -17.8% | +144.6% | +137.6% |
| 1Y | +105.4% | -22.2% | +127.5% | +119.7% |
| 3Y | +222.0% | -34.0% | +256.0% | +259.2% |
| 5Y | +449.8% | -15.4% | +465.3% | +435.6% |
| 10Y | +754.3% | +376.0% | +378.3% | +316.0% |
| All | +754.3% | +384.2% | +370.1% | +316.0% |
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