-29.6%
CLS vs VLO
+120.8%
-150.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -5.8% | -3.3% | -9.1% |
| 7D | -21.1% | -6.0% | -15.2% | -21.1% |
| 30D | -38.2% | -12.9% | -25.3% | -38.4% |
| 3M | -36.3% | +18.3% | -54.6% | -36.3% |
| 6M | -43.8% | +46.4% | -90.3% | -43.5% |
| YTD | -20.0% | +127.7% | -147.8% | -26.4% |
| 1Y | -29.6% | +120.6% | -150.2% | -33.7% |
| All | -29.6% | +120.8% | -150.4% | -33.7% |
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