+217.8%
VLO vs CL
+38.6%
+179.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | -0.4% | -0.8% | +0.3% | -0.6% |
| 30D | -16.6% | +9.5% | -26.1% | -15.3% |
| 3M | +12.3% | +6.8% | +5.5% | +13.5% |
| 6M | +47.8% | +14.3% | +33.6% | +51.4% |
| YTD | +126.7% | +27.0% | +99.7% | +133.4% |
| 1Y | +105.4% | +26.3% | +79.1% | +111.4% |
| All | +217.8% | +38.6% | +179.3% | +226.8% |
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