+473.2%
VLO vs CL
+43.4%
+429.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +1.5% |
| 7D | +9.6% | +3.2% | +6.4% | +9.9% |
| 30D | -17.4% | +8.0% | -25.4% | -16.8% |
| 3M | +10.8% | +7.9% | +2.9% | +11.5% |
| 6M | +56.9% | +14.7% | +42.2% | +58.9% |
| YTD | +136.8% | +29.2% | +107.6% | +139.9% |
| 1Y | +120.7% | +29.5% | +91.1% | +123.6% |
| 3Y | +231.9% | +40.7% | +191.3% | +231.8% |
| All | +473.2% | +43.4% | +429.8% | +455.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling