+143.6%
VLO vs CL
+8.2%
+135.4%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | -0.5% |
| 7D | +5.2% | -2.2% | +7.4% | +4.5% |
| 30D | +22.6% | -4.8% | +27.4% | +20.6% |
| 3M | +43.8% | +4.9% | +38.9% | +46.6% |
| 6M | +65.7% | -5.7% | +71.5% | +69.0% |
| YTD | +131.1% | +14.4% | +116.7% | +133.8% |
| 1Y | +143.6% | +8.7% | +134.9% | +146.5% |
| All | +143.6% | +8.2% | +135.4% | +146.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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