+56.1%
CCL vs VLO
+199.9%
-143.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -5.0% | +5.2% | -10.3% | -5.5% |
| 30D | -20.3% | +22.6% | -42.9% | -22.0% |
| 3M | -15.1% | +43.8% | -58.9% | -18.6% |
| 6M | -15.1% | +65.7% | -80.9% | -22.2% |
| YTD | -21.8% | +131.1% | -152.9% | -35.8% |
| 1Y | -24.8% | +143.6% | -168.4% | -39.6% |
| All | +56.1% | +199.9% | -143.8% | +15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling