-23.1%
CEG vs VLO
+107.6%
-130.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +3.0% | +7.5% | +10.7% |
| 7D | +7.3% | -6.5% | +13.8% | +6.6% |
| 30D | -7.4% | -17.8% | +10.4% | -9.5% |
| 3M | +2.5% | +19.6% | -17.1% | +6.4% |
| 6M | -8.8% | +49.3% | -58.1% | -1.1% |
| YTD | -21.5% | +122.4% | -143.9% | -8.1% |
| All | -23.1% | +107.6% | -130.6% | -9.9% |
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 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