+202.4%
VLO vs CL
+30.5%
+172.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | -0.2% |
| 7D | +5.2% | -2.2% | +7.4% | +4.9% |
| 30D | +22.6% | -4.8% | +27.4% | +21.7% |
| 3M | +43.8% | +4.9% | +38.9% | +44.9% |
| 6M | +65.7% | -5.7% | +71.5% | +66.8% |
| YTD | +131.1% | +14.4% | +116.7% | +132.8% |
| 1Y | +143.6% | +8.7% | +134.9% | +145.3% |
| All | +202.4% | +30.5% | +172.0% | +185.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling