+231.9%
VLO vs CI
+7.2%
+224.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | +9.6% | +1.2% | +8.5% | +9.5% |
| 30D | -17.4% | +2.6% | -20.0% | -17.5% |
| 3M | +10.8% | +7.4% | +3.3% | +10.2% |
| 6M | +56.9% | -0.1% | +57.1% | +56.9% |
| YTD | +136.8% | +9.7% | +127.0% | +134.9% |
| 1Y | +120.7% | +12.1% | +108.5% | +118.5% |
| 3Y | +231.9% | +7.0% | +224.9% | +230.9% |
| All | +231.9% | +7.2% | +224.8% | +230.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling