+560.5%
VLO vs CL
+28.4%
+532.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | -0.1% |
| 7D | +5.2% | -2.2% | +7.4% | +5.0% |
| 30D | +22.6% | -4.8% | +27.4% | +22.1% |
| 3M | +43.8% | +4.9% | +38.9% | +44.4% |
| 6M | +65.7% | -5.7% | +71.5% | +66.5% |
| YTD | +131.1% | +14.4% | +116.7% | +131.8% |
| 1Y | +143.6% | +8.7% | +134.9% | +144.4% |
| 3Y | +201.4% | +30.0% | +171.4% | +198.3% |
| All | +560.5% | +28.4% | +532.1% | +549.6% |
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