+900.2%
VLO vs CL
+51.8%
+848.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.4% | +3.7% | +3.4% |
| 7D | +5.8% | -1.4% | +7.1% | +6.0% |
| 30D | +28.3% | -5.2% | +33.6% | +29.6% |
| 3M | +48.7% | +3.3% | +45.4% | +47.4% |
| 6M | +71.9% | -4.4% | +76.3% | +72.8% |
| YTD | +138.7% | +13.9% | +124.7% | +128.9% |
| 1Y | +148.5% | +7.6% | +140.8% | +141.4% |
| 3Y | +192.7% | +29.6% | +163.1% | +162.5% |
| 5Y | +601.6% | +28.1% | +573.6% | +519.7% |
| 10Y | +900.2% | +53.4% | +846.8% | +730.3% |
| All | +900.2% | +51.8% | +848.3% | +730.3% |
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