+754.3%
VLO vs CL
+84.6%
+669.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | -0.4% | -0.8% | +0.3% | -0.3% |
| 30D | -16.6% | +9.5% | -26.1% | -18.1% |
| 3M | +12.3% | +6.8% | +5.5% | +10.7% |
| 6M | +47.8% | +14.3% | +33.6% | +43.4% |
| YTD | +126.7% | +27.0% | +99.7% | +112.5% |
| 1Y | +105.4% | +26.3% | +79.1% | +92.7% |
| 3Y | +222.0% | +39.3% | +182.7% | +185.6% |
| 5Y | +449.8% | +41.5% | +408.3% | +376.0% |
| 10Y | +754.3% | +84.1% | +670.2% | +584.7% |
| All | +754.3% | +84.6% | +669.7% | +584.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling