+33,533.0%
VLO vs CL
+5,337.0%
+28,196.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.8% |
| 7D | -13.3% | +1.3% | -14.6% | -13.7% |
| 30D | -18.3% | +11.4% | -29.7% | -20.7% |
| 3M | +14.3% | +4.4% | +9.9% | +12.8% |
| 6M | +47.6% | +10.8% | +36.9% | +42.9% |
| YTD | +116.0% | +25.1% | +90.8% | +100.7% |
| 1Y | +101.0% | +28.0% | +73.0% | +85.5% |
| 3Y | +199.0% | +37.6% | +161.4% | +166.2% |
| 5Y | +419.0% | +39.7% | +379.3% | +354.4% |
| 10Y | +778.2% | +75.8% | +702.4% | +610.3% |
| All | +33,533.0% | +5,337.0% | +28,196.1% | +13,077.9% |
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