+148.5%
VLO vs CI
-8.0%
+156.4%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.8% | +5.1% | +3.3% |
| 7D | +5.8% | -2.0% | +7.8% | +5.8% |
| 30D | +28.3% | -1.8% | +30.2% | +28.4% |
| 3M | +48.7% | -4.2% | +53.0% | +48.9% |
| 6M | +71.9% | +2.7% | +69.2% | +71.9% |
| YTD | +138.7% | +1.9% | +136.7% | +139.4% |
| 1Y | +148.5% | -6.3% | +154.7% | +148.5% |
| All | +148.5% | -8.0% | +156.4% | +148.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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