+33,997.0%
VLO vs CL
+5,456.9%
+28,540.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.1% | -3.8% | -3.8% |
| 7D | -8.7% | +5.9% | -14.6% | -10.1% |
| 30D | -16.2% | +13.8% | -30.0% | -19.1% |
| 3M | +16.2% | +6.4% | +9.7% | +14.0% |
| 6M | +39.8% | +15.6% | +24.1% | +33.7% |
| YTD | +119.0% | +27.9% | +91.1% | +102.3% |
| 1Y | +110.8% | +31.4% | +79.4% | +93.2% |
| 3Y | +201.7% | +41.4% | +160.3% | +166.6% |
| 5Y | +426.2% | +42.8% | +383.4% | +358.1% |
| 10Y | +790.3% | +79.7% | +710.6% | +616.0% |
| All | +33,997.0% | +5,456.9% | +28,540.1% | +13,184.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling