+790.3%
VLO vs CL
+88.0%
+702.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +1.0% |
| 7D | +9.6% | +3.2% | +6.4% | +9.0% |
| 30D | -17.4% | +8.0% | -25.4% | -18.7% |
| 3M | +10.8% | +7.9% | +2.9% | +9.0% |
| 6M | +56.9% | +14.7% | +42.2% | +52.1% |
| YTD | +136.8% | +29.2% | +107.6% | +121.2% |
| 1Y | +120.7% | +29.5% | +91.1% | +105.9% |
| 3Y | +231.9% | +40.7% | +191.3% | +194.1% |
| 5Y | +479.0% | +43.9% | +435.2% | +399.7% |
| All | +790.3% | +88.0% | +702.3% | +603.2% |
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