+639.7%
CEG vs VLO
+410.1%
+229.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.2% | -0.5% |
| 7D | +6.7% | +5.8% | +0.9% | +5.8% |
| 30D | +11.0% | +28.3% | -17.4% | +6.7% |
| 3M | +19.5% | +48.7% | -29.3% | +11.9% |
| 6M | -5.9% | +71.9% | -77.8% | -14.7% |
| YTD | -15.0% | +138.7% | -153.6% | -28.4% |
| 1Y | +0.6% | +148.5% | -147.8% | -16.4% |
| 3Y | +180.6% | +192.7% | -12.0% | +118.5% |
| All | +639.7% | +410.1% | +229.5% | +491.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling