+148.5%
VLO vs CME
+10.5%
+138.0%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.1% | +4.4% | +3.5% |
| 7D | +5.8% | -2.9% | +8.6% | +6.4% |
| 30D | +28.3% | +5.5% | +22.8% | +26.7% |
| 3M | +48.7% | +11.0% | +37.8% | +46.1% |
| 6M | +71.9% | -9.7% | +81.6% | +82.6% |
| YTD | +138.7% | +4.9% | +133.8% | +138.2% |
| 1Y | +148.5% | +10.1% | +138.4% | +145.0% |
| All | +148.5% | +10.5% | +138.0% | +145.0% |
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