+426.2%
VLO vs CSGP
-62.1%
+488.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.6% | -2.2% | -3.7% |
| 7D | -8.7% | +13.9% | -22.6% | -10.2% |
| 30D | -16.2% | +16.0% | -32.2% | -18.0% |
| 3M | +16.2% | +6.1% | +10.1% | +14.7% |
| 6M | +39.8% | -8.2% | +47.9% | +40.2% |
| YTD | +119.0% | -52.3% | +171.3% | +139.7% |
| 1Y | +110.8% | -54.5% | +165.3% | +132.4% |
| 3Y | +201.7% | -58.6% | +260.3% | +235.3% |
| 5Y | +426.2% | -61.5% | +487.7% | +553.2% |
| All | +426.2% | -62.1% | +488.3% | +553.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling