+4.9%
CCL vs VLO
+555.8%
-551.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -5.0% | +5.2% | -10.3% | -6.3% |
| 30D | -20.3% | +22.6% | -42.9% | -24.6% |
| 3M | -15.1% | +43.8% | -58.9% | -23.6% |
| 6M | -15.1% | +65.7% | -80.9% | -28.6% |
| YTD | -21.8% | +131.1% | -152.9% | -42.5% |
| 1Y | -24.8% | +143.6% | -168.4% | -46.2% |
| 3Y | +51.9% | +201.4% | -149.5% | -4.2% |
| All | +4.9% | +555.8% | -551.0% | -61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling