+938.9%
VLO vs CME
+280.6%
+658.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +2.0% |
| 7D | +6.2% | -0.6% | +6.9% | +6.6% |
| 30D | +23.5% | +4.7% | +18.8% | +20.5% |
| 3M | +53.9% | +7.8% | +46.0% | +47.2% |
| 6M | +81.7% | -11.0% | +92.6% | +91.4% |
| YTD | +142.5% | +4.0% | +138.4% | +134.8% |
| 1Y | +145.4% | +9.1% | +136.3% | +131.1% |
| 3Y | +197.3% | +52.3% | +145.0% | +122.6% |
| 5Y | +614.6% | +76.1% | +538.5% | +367.4% |
| 10Y | +938.9% | +280.6% | +658.3% | +368.8% |
| All | +938.9% | +280.6% | +658.2% | +368.8% |
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