+103.3%
VLO vs CME
+15.2%
+88.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.1% |
| 7D | -6.5% | -0.6% | -5.9% | -6.4% |
| 30D | -17.8% | +8.5% | -26.3% | -19.0% |
| 3M | +19.6% | +16.0% | +3.6% | +15.8% |
| 6M | +49.3% | +9.3% | +39.9% | +49.8% |
| YTD | +122.4% | +15.3% | +107.1% | +117.3% |
| All | +103.3% | +15.2% | +88.2% | +100.9% |
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 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