+120.6%
VLO vs CSGP
-53.2%
+173.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +4.0% | -9.8% | -5.7% |
| 7D | -6.0% | +18.3% | -24.3% | -6.1% |
| 30D | -12.9% | +17.8% | -30.7% | -12.7% |
| 3M | +18.3% | +9.3% | +9.1% | +18.4% |
| 6M | +46.4% | -7.9% | +54.4% | +45.0% |
| YTD | +127.7% | -51.5% | +179.3% | +110.5% |
| 1Y | +120.6% | -53.3% | +173.9% | +103.2% |
| All | +120.6% | -53.2% | +173.8% | +103.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 1y: compounded portfolio wealth divided by compounded CSGP 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…
1y analysis · Full analysis span regression · 6 months rolling