+2,277.8%
CLS vs VLO
+9,190.1%
-6,912.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +3.0% | +4.9% | +6.8% |
| 7D | -10.6% | -6.5% | -4.1% | -8.2% |
| 30D | -38.4% | -17.8% | -20.7% | -34.4% |
| 3M | -29.9% | +19.6% | -49.5% | -34.5% |
| 6M | -40.6% | +49.3% | -89.9% | -49.0% |
| YTD | -24.6% | +122.4% | -147.0% | -44.7% |
| 1Y | -30.8% | +107.4% | -138.2% | -47.9% |
| 3Y | +811.7% | +223.1% | +588.7% | +477.4% |
| 5Y | +1,838.4% | +432.2% | +1,406.2% | +889.5% |
| 10Y | +1,751.5% | +743.6% | +1,007.8% | +656.6% |
| All | +2,277.8% | +9,190.1% | -6,912.2% | +233.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling