+120.6%
VLO vs CME
+19.8%
+100.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.4% | -7.1% | -6.1% |
| 7D | -6.0% | +4.8% | -10.8% | -7.1% |
| 30D | -12.9% | +14.2% | -27.0% | -15.2% |
| 3M | +18.3% | +17.9% | +0.4% | +14.1% |
| 6M | +46.4% | +7.2% | +39.2% | +48.5% |
| YTD | +127.7% | +16.7% | +111.0% | +121.6% |
| 1Y | +120.6% | +19.6% | +101.1% | +114.2% |
| All | +120.6% | +19.8% | +100.8% | +114.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 1y: compounded portfolio wealth divided by compounded CME 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…
1y analysis · Full analysis span regression · 6 months rolling