+41.1%
CLS vs VLO
+143.4%
-102.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +4.6% | +5.2% | -0.6% | +4.5% |
| 30D | -13.9% | +22.6% | -36.5% | -14.2% |
| 3M | -26.6% | +43.8% | -70.3% | -27.1% |
| 6M | +15.4% | +65.7% | -50.3% | +13.7% |
| YTD | +5.7% | +131.1% | -125.4% | -5.0% |
| 1Y | +41.1% | +143.6% | -102.5% | +26.4% |
| All | +41.1% | +143.4% | -102.2% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 VLO 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