-17.9%
CLS vs VLO
+117.8%
-135.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.3% | -6.7% | -5.5% |
| 7D | +16.3% | +9.6% | +6.7% | +15.7% |
| 30D | -25.7% | -17.4% | -8.3% | -26.4% |
| 3M | -30.9% | +10.8% | -41.6% | -31.1% |
| 6M | -35.5% | +56.9% | -92.4% | -34.6% |
| YTD | -18.7% | +136.8% | -155.5% | -23.3% |
| 1Y | -17.9% | +120.7% | -138.6% | -18.1% |
| All | -17.9% | +117.8% | -135.7% | -18.1% |
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