+614.6%
VLO vs CTVA
+103.5%
+511.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +2.2% |
| 7D | +6.2% | -5.8% | +12.0% | +9.0% |
| 30D | +23.5% | +11.1% | +12.4% | +17.6% |
| 3M | +53.9% | +13.2% | +40.6% | +43.1% |
| 6M | +81.7% | +8.7% | +72.9% | +72.2% |
| YTD | +142.5% | +27.3% | +115.2% | +112.4% |
| 1Y | +145.4% | +18.0% | +127.4% | +121.8% |
| 3Y | +197.3% | +76.5% | +120.8% | +117.4% |
| 5Y | +614.6% | +105.1% | +509.5% | +395.4% |
| All | +614.6% | +103.5% | +511.1% | +395.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling