+603.4%
VLO vs CCI
-50.7%
+654.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.2% | +3.1% | +3.3% |
| 7D | +5.8% | +0.2% | +5.6% | +5.8% |
| 30D | +28.3% | +0.5% | +27.8% | +28.3% |
| 3M | +48.7% | -16.3% | +65.0% | +50.4% |
| 6M | +71.9% | -13.9% | +85.9% | +73.3% |
| YTD | +138.7% | -12.4% | +151.1% | +139.9% |
| 1Y | +148.5% | -15.2% | +163.6% | +150.3% |
| 3Y | +192.7% | -9.9% | +202.5% | +187.1% |
| All | +603.4% | -50.7% | +654.1% | +616.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling