+202.4%
VLO vs CSGP
-61.9%
+264.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.3% |
| 7D | +5.2% | -4.1% | +9.3% | +5.7% |
| 30D | +22.6% | +2.3% | +20.3% | +22.1% |
| 3M | +43.8% | -8.2% | +51.9% | +45.0% |
| 6M | +65.7% | -35.1% | +100.8% | +75.5% |
| YTD | +131.1% | -54.0% | +185.1% | +158.4% |
| 1Y | +143.6% | -65.3% | +208.9% | +192.2% |
| All | +202.4% | -61.9% | +264.3% | +254.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling