+143.6%
VLO vs CTAS
-1.7%
+145.4%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +5.2% | -1.8% | +7.0% | +5.0% |
| 30D | +22.6% | -0.2% | +22.8% | +22.6% |
| 3M | +43.8% | +11.7% | +32.1% | +45.2% |
| 6M | +65.7% | +0.7% | +65.0% | +70.5% |
| YTD | +131.1% | +7.4% | +123.7% | +137.0% |
| 1Y | +143.6% | -2.1% | +145.7% | +149.7% |
| All | +143.6% | -1.7% | +145.4% | +149.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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