+778.9%
VLO vs CME
+305.5%
+473.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.1% |
| 7D | +6.8% | +2.7% | +4.1% | +5.3% |
| 30D | -17.9% | +13.5% | -31.3% | -22.9% |
| 3M | +13.5% | +20.9% | -7.4% | +3.0% |
| 6M | +53.0% | +11.5% | +41.5% | +43.6% |
| YTD | +133.7% | +19.5% | +114.3% | +111.0% |
| 1Y | +115.7% | +17.2% | +98.4% | +96.4% |
| 3Y | +231.9% | +65.1% | +166.8% | +140.9% |
| 5Y | +471.6% | +73.1% | +398.5% | +290.5% |
| All | +778.9% | +305.5% | +473.4% | +312.9% |
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