+33,533.0%
VLO vs CI
+7,937.0%
+25,596.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.3% | -0.5% |
| 7D | -13.3% | -1.6% | -11.8% | -12.9% |
| 30D | -18.3% | +5.4% | -23.7% | -19.8% |
| 3M | +14.3% | +7.3% | +7.1% | +11.3% |
| 6M | +47.6% | +5.3% | +42.3% | +43.9% |
| YTD | +116.0% | +8.5% | +107.5% | +107.6% |
| 1Y | +101.0% | +17.1% | +83.9% | +88.0% |
| 3Y | +199.0% | +1.4% | +197.6% | +182.1% |
| 5Y | +419.0% | +50.5% | +368.6% | +323.1% |
| 10Y | +778.2% | +168.5% | +609.7% | +496.3% |
| All | +33,533.0% | +7,937.0% | +25,596.0% | +9,379.2% |
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