+639.5%
CEG vs VLO
+394.0%
+245.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.9% | +4.9% |
| 7D | +8.0% | +5.2% | +2.8% | +7.2% |
| 30D | +12.9% | +22.6% | -9.7% | +9.3% |
| 3M | +13.2% | +43.8% | -30.6% | +6.5% |
| 6M | -7.0% | +65.7% | -72.7% | -15.2% |
| YTD | -15.0% | +131.1% | -146.1% | -28.0% |
| 1Y | -2.7% | +143.6% | -146.4% | -19.0% |
| 3Y | +184.1% | +201.4% | -17.3% | +119.4% |
| All | +639.5% | +394.0% | +245.5% | +494.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling