+14,622.9%
VLO vs CCI
+905.5%
+13,717.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.3% |
| 7D | +5.2% | -0.4% | +5.6% | +5.3% |
| 30D | +22.6% | +2.7% | +19.9% | +22.0% |
| 3M | +43.8% | -18.2% | +62.0% | +48.6% |
| 6M | +65.7% | -14.8% | +80.5% | +69.5% |
| YTD | +131.1% | -12.6% | +143.7% | +134.7% |
| 1Y | +143.6% | -16.7% | +160.4% | +149.3% |
| 3Y | +201.4% | -10.5% | +211.9% | +200.0% |
| 5Y | +568.9% | -51.4% | +620.3% | +635.9% |
| 10Y | +891.8% | +20.0% | +871.8% | +824.6% |
| All | +14,622.9% | +905.5% | +13,717.4% | +9,067.7% |
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