+35,889.1%
VLO vs CI
+7,591.2%
+28,297.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.4% |
| 7D | +5.2% | +1.3% | +3.9% | +4.7% |
| 30D | +22.6% | +4.4% | +18.2% | +20.7% |
| 3M | +43.8% | +0.7% | +43.1% | +42.9% |
| 6M | +65.7% | +0.3% | +65.4% | +64.1% |
| YTD | +131.1% | +3.8% | +127.3% | +126.1% |
| 1Y | +143.6% | -5.5% | +149.1% | +142.7% |
| 3Y | +201.4% | +8.1% | +193.3% | +178.8% |
| 5Y | +568.9% | +42.8% | +526.1% | +456.4% |
| 10Y | +891.8% | +143.9% | +747.9% | +595.3% |
| All | +35,889.1% | +7,591.2% | +28,297.9% | +10,223.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling