-29.4%
CCL vs VLO
+728.0%
-757.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.8% |
| 7D | +5.8% | -9.5% | +15.3% | +12.0% |
| 30D | +17.3% | -19.1% | +36.4% | +31.3% |
| 3M | +11.3% | +11.4% | 0.0% | +1.1% |
| 6M | +18.5% | +46.7% | -28.3% | -12.4% |
| YTD | +2.8% | +118.6% | -115.8% | -45.4% |
| 1Y | +16.7% | +99.9% | -83.1% | -34.2% |
| 3Y | +146.0% | +210.5% | -64.4% | -7.5% |
| 5Y | +33.6% | +432.7% | -399.0% | -71.9% |
| 10Y | -29.4% | +717.1% | -746.6% | -89.4% |
| All | -29.4% | +728.0% | -757.5% | -89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 10y: compounded portfolio wealth divided by compounded VLO 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…
10y analysis · Full analysis span regression · 6 months rolling