+416.9%
VLO vs CCI
-36.9%
+453.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -1.3% |
| 7D | -13.3% | -0.1% | -13.2% | -13.3% |
| 30D | -18.3% | +28.4% | -46.7% | -19.3% |
| 3M | +14.3% | +20.0% | -5.6% | +13.4% |
| 6M | +47.6% | +0.8% | +46.9% | +48.0% |
| YTD | +116.0% | +3.6% | +112.4% | +115.5% |
| 1Y | +101.0% | +6.1% | +94.9% | +100.2% |
| 3Y | +199.0% | +7.2% | +191.8% | +191.0% |
| All | +416.9% | -36.9% | +453.8% | +411.6% |
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