+807.8%
CCL vs VLO
+35,889.1%
-35,081.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -5.0% | +5.2% | -10.3% | -6.8% |
| 30D | -20.3% | +22.6% | -42.9% | -26.1% |
| 3M | -15.1% | +43.8% | -58.9% | -26.3% |
| 6M | -15.1% | +65.7% | -80.9% | -31.6% |
| YTD | -21.8% | +131.1% | -152.9% | -44.8% |
| 1Y | -24.8% | +143.6% | -168.4% | -48.2% |
| 3Y | +51.9% | +201.4% | -149.5% | -6.0% |
| 5Y | +4.0% | +568.9% | -564.9% | -53.5% |
| 10Y | -42.2% | +891.8% | -934.0% | -75.9% |
| All | +807.8% | +35,889.1% | -35,081.3% | +56.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling