+717.1%
VLO vs CCI
+59.7%
+657.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -2.1% |
| 7D | -9.5% | +3.2% | -12.7% | -10.3% |
| 30D | -19.1% | +12.2% | -31.3% | -21.4% |
| 3M | +11.4% | +23.1% | -11.8% | +5.5% |
| 6M | +46.7% | +1.3% | +45.5% | +45.3% |
| YTD | +118.6% | +4.5% | +114.1% | +113.0% |
| 1Y | +99.9% | +2.3% | +97.6% | +95.8% |
| 3Y | +210.5% | +9.8% | +200.7% | +187.3% |
| 5Y | +432.7% | -36.5% | +469.2% | +486.4% |
| 10Y | +717.1% | +64.7% | +652.4% | +522.4% |
| All | +717.1% | +59.7% | +657.4% | +522.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 10y: compounded portfolio wealth divided by compounded CCI 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…
10y analysis · Full analysis span regression · 6 months rolling