-31.9%
CEG vs VLO
+120.8%
-152.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -5.8% | -1.0% | -7.3% |
| 7D | -4.8% | -6.0% | +1.2% | -5.4% |
| 30D | -8.2% | -12.9% | +4.7% | -9.6% |
| 3M | -7.9% | +18.3% | -26.3% | -4.5% |
| 6M | -23.2% | +46.4% | -69.7% | -16.7% |
| YTD | -30.1% | +127.7% | -157.9% | -16.8% |
| 1Y | -31.9% | +120.6% | -152.5% | -19.2% |
| All | -31.9% | +120.8% | -152.7% | -19.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling