+7,613.7%
VLO vs CME
+8,169.9%
-556.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -0.9% | -1.2% |
| 7D | -13.3% | +0.9% | -14.2% | -13.7% |
| 30D | -18.3% | +13.2% | -31.5% | -22.6% |
| 3M | +14.3% | +16.3% | -1.9% | +6.9% |
| 6M | +47.6% | +7.1% | +40.5% | +42.0% |
| YTD | +116.0% | +15.8% | +100.1% | +100.5% |
| 1Y | +101.0% | +17.1% | +83.9% | +85.5% |
| 3Y | +199.0% | +63.2% | +135.9% | +132.9% |
| 5Y | +419.0% | +70.2% | +348.8% | +288.7% |
| 10Y | +778.2% | +337.0% | +441.2% | +340.2% |
| All | +7,613.7% | +8,169.9% | -556.2% | +2,341.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling