+8,154.1%
VLO vs CME
+7,469.3%
+684.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +5.2% | -1.6% | +6.8% | +5.9% |
| 30D | +22.6% | +6.2% | +16.4% | +19.4% |
| 3M | +43.8% | +10.4% | +33.3% | +37.0% |
| 6M | +65.7% | -9.5% | +75.3% | +71.7% |
| YTD | +131.1% | +6.0% | +125.1% | +123.2% |
| 1Y | +143.6% | +9.3% | +134.4% | +131.7% |
| 3Y | +201.4% | +57.7% | +143.7% | +137.9% |
| 5Y | +568.9% | +77.7% | +491.2% | +390.1% |
| 10Y | +891.8% | +281.2% | +610.6% | +427.3% |
| All | +8,154.1% | +7,469.3% | +684.8% | +2,616.8% |
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