+743.6%
VLO vs CL
+76.2%
+667.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.4% | +1.5% | +2.7% |
| 7D | -6.5% | +0.5% | -7.0% | -6.6% |
| 30D | -17.8% | +11.6% | -29.3% | -19.5% |
| 3M | +19.6% | +5.6% | +14.0% | +18.2% |
| 6M | +49.3% | +13.2% | +36.1% | +45.1% |
| YTD | +122.4% | +26.9% | +95.5% | +108.7% |
| 1Y | +107.4% | +27.3% | +80.1% | +94.4% |
| 3Y | +223.1% | +39.7% | +183.3% | +186.7% |
| 5Y | +432.2% | +41.3% | +390.9% | +361.9% |
| 10Y | +743.6% | +76.3% | +667.4% | +589.1% |
| All | +743.6% | +76.2% | +667.4% | +589.1% |
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