+21,384.5%
VLO vs CPRT
+22,620.0%
-1,235.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.3% | -1.1% |
| 7D | -13.3% | +6.0% | -19.4% | -14.4% |
| 30D | -18.3% | +20.0% | -38.3% | -21.2% |
| 3M | +14.3% | +10.1% | +4.2% | +11.5% |
| 6M | +47.6% | -4.3% | +51.9% | +47.1% |
| YTD | +116.0% | -18.4% | +134.4% | +121.2% |
| 1Y | +101.0% | -20.1% | +121.1% | +106.6% |
| 3Y | +199.0% | -30.4% | +229.4% | +213.2% |
| 5Y | +419.0% | -17.0% | +436.0% | +418.3% |
| 10Y | +778.2% | +403.2% | +374.9% | +542.6% |
| All | +21,384.5% | +22,620.0% | -1,235.5% | +10,901.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling