+99.9%
VLO vs CCI
+5.8%
+94.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -1.6% |
| 7D | -9.5% | +3.2% | -12.7% | -9.2% |
| 30D | -19.1% | +12.2% | -31.3% | -18.5% |
| 3M | +11.4% | +23.1% | -11.8% | +13.0% |
| 6M | +46.7% | +1.3% | +45.5% | +49.2% |
| YTD | +118.6% | +4.5% | +114.1% | +120.9% |
| 1Y | +99.9% | +2.3% | +97.6% | +103.3% |
| All | +99.9% | +5.8% | +94.0% | +103.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling