+3,038.3%
CLS vs VLO
+919.7%
+2,118.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.5% |
| 7D | +20.1% | +6.2% | +13.9% | +17.4% |
| 30D | +6.0% | +23.5% | -17.5% | -2.5% |
| 3M | -10.3% | +53.9% | -64.1% | -25.0% |
| 6M | +24.5% | +81.7% | -57.2% | -4.1% |
| YTD | +12.9% | +142.5% | -129.6% | -24.0% |
| 1Y | +36.7% | +145.4% | -108.8% | -8.5% |
| 3Y | +1,328.1% | +197.3% | +1,130.8% | +757.1% |
| 5Y | +3,682.3% | +614.6% | +3,067.7% | +1,342.2% |
| 10Y | +3,038.3% | +938.9% | +2,099.4% | +875.3% |
| All | +3,038.3% | +919.7% | +2,118.5% | +875.3% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling