+22,889.5%
VLO vs CPRT
+23,878.7%
-989.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +5.2% | +2.2% | +3.0% | +4.8% |
| 30D | +22.6% | +16.6% | +6.0% | +18.9% |
| 3M | +43.8% | +9.6% | +34.2% | +40.5% |
| 6M | +65.7% | -11.1% | +76.9% | +68.0% |
| YTD | +131.1% | -13.9% | +145.0% | +135.4% |
| 1Y | +143.6% | -32.5% | +176.2% | +159.5% |
| 3Y | +201.4% | -25.0% | +226.4% | +212.5% |
| 5Y | +568.9% | -7.4% | +576.3% | +556.6% |
| 10Y | +891.8% | +422.0% | +469.8% | +623.7% |
| All | +22,889.5% | +23,878.7% | -989.1% | +11,609.9% |
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