+582.9%
CEG vs VLO
+375.4%
+207.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +3.0% | +7.5% | +10.0% |
| 7D | +7.3% | -6.5% | +13.8% | +8.5% |
| 30D | -7.4% | -17.8% | +10.4% | -4.7% |
| 3M | +2.5% | +19.6% | -17.1% | -0.8% |
| 6M | -8.8% | +49.3% | -58.1% | -15.2% |
| YTD | -21.5% | +122.4% | -143.9% | -33.4% |
| 1Y | -22.5% | +107.4% | -130.0% | -33.3% |
| 3Y | +133.3% | +223.1% | -89.7% | +76.8% |
| All | +582.9% | +375.4% | +207.5% | +450.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling