+30.2%
CCL vs VLO
+436.8%
-406.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.0% | +1.2% | +3.5% |
| 7D | +3.1% | -6.5% | +9.5% | +4.5% |
| 30D | +17.5% | -17.8% | +35.3% | +22.3% |
| 3M | +6.8% | +19.6% | -12.8% | +0.7% |
| 6M | +18.7% | +49.3% | -30.5% | +4.2% |
| YTD | +3.0% | +122.4% | -119.4% | -24.1% |
| 1Y | +17.7% | +107.4% | -89.7% | -11.1% |
| 3Y | +155.6% | +223.1% | -67.5% | +54.8% |
| 5Y | +30.2% | +432.2% | -402.0% | -44.9% |
| All | +30.2% | +436.8% | -406.6% | -44.9% |
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 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