+7,708.6%
VLO vs CME
+8,256.4%
-547.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -2.3% |
| 7D | -9.5% | +1.7% | -11.2% | -10.2% |
| 30D | -19.1% | +10.2% | -29.3% | -22.5% |
| 3M | +11.4% | +17.8% | -6.4% | +3.5% |
| 6M | +46.7% | +11.0% | +35.8% | +39.0% |
| YTD | +118.6% | +17.0% | +101.6% | +102.0% |
| 1Y | +99.9% | +15.8% | +84.1% | +85.3% |
| 3Y | +210.5% | +61.8% | +148.7% | +142.8% |
| 5Y | +432.7% | +72.5% | +360.2% | +296.5% |
| 10Y | +717.1% | +288.0% | +429.1% | +329.9% |
| All | +7,708.6% | +8,256.4% | -547.9% | +2,359.4% |
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