+145.4%
VLO vs CCI
-16.2%
+161.7%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.6% |
| 7D | +6.2% | -0.3% | +6.5% | +6.2% |
| 30D | +23.5% | +2.1% | +21.4% | +23.5% |
| 3M | +53.9% | -17.8% | +71.7% | +54.0% |
| 6M | +81.7% | -14.2% | +95.8% | +81.7% |
| YTD | +142.5% | -13.3% | +155.8% | +141.1% |
| 1Y | +145.4% | -16.6% | +162.1% | +146.8% |
| All | +145.4% | -16.2% | +161.7% | +146.8% |
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