+13,828.2%
VLO vs CCI
+1,102.0%
+12,726.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -2.0% |
| 7D | -9.5% | +3.2% | -12.7% | -10.1% |
| 30D | -19.1% | +12.2% | -31.3% | -21.0% |
| 3M | +11.4% | +23.1% | -11.8% | +6.7% |
| 6M | +46.7% | +1.3% | +45.5% | +45.1% |
| YTD | +118.6% | +4.5% | +114.1% | +113.9% |
| 1Y | +99.9% | +2.3% | +97.6% | +96.3% |
| 3Y | +210.5% | +9.8% | +200.7% | +196.8% |
| 5Y | +432.7% | -36.5% | +469.2% | +455.9% |
| 10Y | +717.1% | +64.7% | +652.4% | +618.2% |
| All | +13,828.2% | +1,102.0% | +12,726.2% | +8,256.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling