+3,542.1%
CLS vs VLO
+577.3%
+2,964.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.3% | +2.4% | +4.7% |
| 7D | +12.8% | +5.8% | +7.0% | +11.0% |
| 30D | +3.8% | +28.3% | -24.5% | -3.7% |
| 3M | -14.6% | +48.7% | -63.4% | -24.7% |
| 6M | +32.2% | +71.9% | -39.7% | +10.0% |
| YTD | +11.6% | +138.7% | -127.0% | -18.1% |
| 1Y | +35.1% | +148.5% | -113.4% | -2.4% |
| 3Y | +1,312.5% | +192.7% | +1,119.9% | +836.5% |
| 5Y | +3,542.1% | +601.6% | +2,940.4% | +1,370.0% |
| All | +3,542.1% | +577.3% | +2,964.8% | +1,370.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling