+115.7%
VLO vs CPRT
-22.3%
+138.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.0% |
| 7D | +6.8% | -1.5% | +8.2% | +6.4% |
| 30D | -17.9% | +21.4% | -39.2% | -15.0% |
| 3M | +13.5% | +10.4% | +3.2% | +15.7% |
| 6M | +53.0% | -4.3% | +57.3% | +53.9% |
| YTD | +133.7% | -18.3% | +152.0% | +136.5% |
| 1Y | +115.7% | -22.5% | +138.2% | +118.5% |
| All | +115.7% | -22.3% | +138.0% | +118.5% |
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