+120.6%
VLO vs CTVA
+33.4%
+87.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.2% | -9.0% | -6.3% |
| 7D | -6.0% | +8.2% | -14.2% | -7.4% |
| 30D | -12.9% | -1.0% | -11.8% | -13.1% |
| 3M | +18.3% | +4.6% | +13.8% | +16.2% |
| 6M | +46.4% | +0.5% | +46.0% | +42.0% |
| YTD | +127.7% | +22.7% | +105.0% | +102.7% |
| 1Y | +120.6% | +32.0% | +88.6% | +91.0% |
| All | +120.6% | +33.4% | +87.2% | +91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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