+2,104.6%
CLS vs VLO
+8,921.8%
-6,817.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.0% |
| 7D | -22.2% | -13.3% | -8.8% | -18.0% |
| 30D | -44.4% | -18.3% | -26.1% | -40.7% |
| 3M | -34.3% | +14.3% | -48.6% | -37.7% |
| 6M | -50.1% | +47.6% | -97.7% | -56.9% |
| YTD | -30.1% | +116.0% | -146.1% | -48.2% |
| 1Y | -39.3% | +101.0% | -140.4% | -53.9% |
| 3Y | +732.7% | +199.0% | +533.7% | +441.2% |
| 5Y | +1,777.2% | +419.0% | +1,358.2% | +866.0% |
| 10Y | +1,645.6% | +778.2% | +867.4% | +604.0% |
| All | +2,104.6% | +8,921.8% | -6,817.3% | +212.1% |
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 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