+543.2%
VLO vs CTVA
+223.3%
+319.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.5% |
| 7D | +5.2% | +4.9% | +0.3% | +2.3% |
| 30D | +22.6% | +11.9% | +10.7% | +14.8% |
| 3M | +43.8% | +13.7% | +30.1% | +31.7% |
| 6M | +65.7% | +13.1% | +52.6% | +51.8% |
| YTD | +131.1% | +32.0% | +99.1% | +93.2% |
| 1Y | +143.6% | +22.1% | +121.6% | +111.3% |
| 3Y | +201.4% | +77.5% | +123.9% | +102.6% |
| 5Y | +568.9% | +106.3% | +462.6% | +299.6% |
| All | +543.2% | +223.3% | +319.9% | +168.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling