+743.6%
VLO vs CME
+320.1%
+423.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.2% |
| 7D | -6.5% | -0.6% | -5.9% | -6.3% |
| 30D | -17.8% | +8.5% | -26.3% | -21.1% |
| 3M | +19.6% | +16.0% | +3.6% | +10.7% |
| 6M | +49.3% | +9.3% | +39.9% | +41.4% |
| YTD | +122.4% | +15.3% | +107.1% | +104.4% |
| 1Y | +107.4% | +14.4% | +93.0% | +91.2% |
| 3Y | +223.1% | +59.9% | +163.1% | +138.4% |
| 5Y | +432.2% | +69.4% | +362.8% | +266.8% |
| 10Y | +743.6% | +299.5% | +444.2% | +301.5% |
| All | +743.6% | +320.1% | +423.6% | +301.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling