+231.9%
VLO vs CPRT
-34.3%
+266.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.3% |
| 7D | +9.6% | -0.4% | +10.0% | +9.6% |
| 30D | -17.4% | +21.2% | -38.6% | -18.1% |
| 3M | +10.8% | +8.3% | +2.5% | +10.0% |
| 6M | +56.9% | -3.4% | +60.3% | +57.9% |
| YTD | +136.8% | -18.7% | +155.5% | +146.0% |
| 1Y | +120.7% | -23.5% | +144.2% | +132.3% |
| 3Y | +231.9% | -34.2% | +266.1% | +263.5% |
| All | +231.9% | -34.3% | +266.2% | +263.5% |
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 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