-40.4%
CCL vs VLO
+903.8%
-944.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.3% | -4.6% | -3.3% |
| 7D | -0.1% | +5.8% | -5.9% | -3.6% |
| 30D | -20.0% | +28.3% | -48.3% | -31.8% |
| 3M | -13.7% | +48.7% | -62.4% | -34.1% |
| 6M | -9.0% | +71.9% | -80.9% | -39.7% |
| YTD | -22.8% | +138.7% | -161.5% | -59.9% |
| 1Y | -25.3% | +148.5% | -173.8% | -62.7% |
| 3Y | +54.1% | +192.7% | -138.6% | -36.8% |
| 5Y | +3.5% | +601.6% | -598.1% | -81.8% |
| All | -40.4% | +903.8% | -944.1% | -90.9% |
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