+35.1%
CLS vs VLO
+149.2%
-114.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.3% | +2.4% | +5.6% |
| 7D | +12.8% | +5.8% | +7.0% | +12.7% |
| 30D | +3.8% | +28.3% | -24.5% | +3.5% |
| 3M | -14.6% | +48.7% | -63.4% | -15.2% |
| 6M | +32.2% | +71.9% | -39.7% | +30.4% |
| YTD | +11.6% | +138.7% | -127.0% | +1.0% |
| 1Y | +35.1% | +148.5% | -113.4% | +20.4% |
| All | +35.1% | +149.2% | -114.2% | +20.4% |
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