+3,004.1%
CLS vs VLO
+903.8%
+2,100.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.3% | +2.4% | +4.4% |
| 7D | +12.8% | +5.8% | +7.0% | +10.4% |
| 30D | +3.8% | +28.3% | -24.5% | -6.1% |
| 3M | -14.6% | +48.7% | -63.4% | -27.7% |
| 6M | +32.2% | +71.9% | -39.7% | +4.0% |
| YTD | +11.6% | +138.7% | -127.0% | -24.3% |
| 1Y | +35.1% | +148.5% | -113.4% | -10.1% |
| 3Y | +1,312.5% | +192.7% | +1,119.9% | +753.0% |
| 5Y | +3,542.1% | +601.6% | +2,940.4% | +1,299.0% |
| All | +3,004.1% | +903.8% | +2,100.4% | +870.7% |
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 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