+199.0%
VLO vs CPRT
-30.7%
+229.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.3% | -1.3% |
| 7D | -13.3% | +6.0% | -19.4% | -13.5% |
| 30D | -18.3% | +20.0% | -38.3% | -19.0% |
| 3M | +14.3% | +10.1% | +4.2% | +13.4% |
| 6M | +47.6% | -4.3% | +51.9% | +48.8% |
| YTD | +116.0% | -18.4% | +134.4% | +124.3% |
| 1Y | +101.0% | -20.1% | +121.1% | +109.6% |
| 3Y | +199.0% | -30.4% | +229.4% | +220.8% |
| All | +199.0% | -30.7% | +229.7% | +220.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling