+790.3%
VLO vs CCI
+67.9%
+722.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.0% |
| 7D | +9.6% | +2.5% | +7.1% | +9.0% |
| 30D | -17.4% | +14.4% | -31.8% | -20.1% |
| 3M | +10.8% | +21.7% | -10.9% | +5.3% |
| 6M | +56.9% | +4.0% | +52.9% | +54.4% |
| YTD | +136.8% | +6.2% | +130.6% | +129.9% |
| 1Y | +120.7% | +5.4% | +115.3% | +114.7% |
| 3Y | +231.9% | +11.7% | +220.2% | +206.0% |
| 5Y | +479.0% | -35.6% | +514.6% | +535.9% |
| All | +790.3% | +67.9% | +722.4% | +574.0% |
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