+0.6%
CEG vs VLO
+149.2%
-148.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.2% | +0.5% |
| 7D | +6.7% | +5.8% | +0.9% | +7.6% |
| 30D | +11.0% | +28.3% | -17.4% | +15.2% |
| 3M | +19.5% | +48.7% | -29.3% | +27.3% |
| 6M | -5.9% | +71.9% | -77.8% | +3.2% |
| YTD | -15.0% | +138.7% | -153.6% | -3.3% |
| 1Y | +0.6% | +148.5% | -147.8% | +17.2% |
| All | +0.6% | +149.2% | -148.6% | +17.2% |
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