+195.5%
VLO vs CME
+56.2%
+139.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +5.2% | -1.6% | +6.8% | +5.3% |
| 30D | +22.6% | +6.2% | +16.4% | +22.3% |
| 3M | +43.8% | +10.4% | +33.3% | +43.4% |
| 6M | +65.7% | -9.5% | +75.3% | +66.7% |
| YTD | +131.1% | +6.0% | +125.1% | +133.3% |
| 1Y | +143.6% | +9.3% | +134.4% | +146.8% |
| All | +195.5% | +56.2% | +139.3% | +197.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling