+560.5%
VLO vs CPRT
-7.1%
+567.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | +5.2% | +2.2% | +3.0% | +4.9% |
| 30D | +22.6% | +16.6% | +6.0% | +20.2% |
| 3M | +43.8% | +9.6% | +34.2% | +41.8% |
| 6M | +65.7% | -11.1% | +76.9% | +68.9% |
| YTD | +131.1% | -13.9% | +145.0% | +136.5% |
| 1Y | +143.6% | -32.5% | +176.2% | +160.5% |
| 3Y | +201.4% | -25.0% | +226.4% | +216.8% |
| All | +560.5% | -7.1% | +567.6% | +579.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling