+2,029.3%
CLS vs VLO
+779.3%
+1,250.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.1% | +1.5% | +3.4% |
| 7D | +23.5% | +6.8% | +16.8% | +20.6% |
| 30D | -28.9% | -17.9% | -11.1% | -23.4% |
| 3M | -25.2% | +13.5% | -38.7% | -29.4% |
| 6M | -32.1% | +53.0% | -85.1% | -43.7% |
| YTD | -14.1% | +133.7% | -147.8% | -41.9% |
| 1Y | -24.1% | +115.7% | -139.7% | -46.7% |
| 3Y | +897.0% | +231.9% | +665.0% | +465.0% |
| 5Y | +2,089.9% | +471.6% | +1,618.3% | +810.2% |
| All | +2,029.3% | +779.3% | +1,250.0% | +567.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling