+148.5%
VLO vs CPRT
-33.0%
+181.5%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.3% | +6.6% | +2.7% |
| 7D | +5.8% | +0.4% | +5.4% | +5.8% |
| 30D | +28.3% | +9.9% | +18.4% | +30.5% |
| 3M | +48.7% | +5.6% | +43.1% | +50.3% |
| 6M | +71.9% | -13.6% | +85.5% | +71.7% |
| YTD | +138.7% | -16.7% | +155.4% | +136.4% |
| 1Y | +148.5% | -33.1% | +181.6% | +111.9% |
| All | +148.5% | -33.0% | +181.5% | +111.9% |
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