+134.7%
CEG vs VLO
+236.1%
-101.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.9% |
| 7D | +12.1% | +9.6% | +2.5% | +11.0% |
| 30D | +0.2% | -17.4% | +17.6% | +1.9% |
| 3M | +0.7% | +10.8% | -10.0% | -0.7% |
| 6M | +2.2% | +56.9% | -54.7% | -3.5% |
| YTD | -20.3% | +136.8% | -157.1% | -31.1% |
| 1Y | -16.1% | +120.7% | -136.7% | -26.3% |
| 3Y | +134.7% | +231.9% | -97.2% | +77.5% |
| All | +134.7% | +236.1% | -101.4% | +77.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling