+388.2%
VLO vs CLBK
+65.6%
+322.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.1% |
| 7D | +4.0% | -1.4% | +5.3% | +4.6% |
| 30D | +19.0% | +4.5% | +14.5% | +16.5% |
| 3M | +50.0% | +22.8% | +27.2% | +35.9% |
| 6M | +79.1% | +43.4% | +35.7% | +49.7% |
| YTD | +140.3% | +64.1% | +76.2% | +87.2% |
| 1Y | +148.3% | +67.6% | +80.8% | +90.0% |
| 3Y | +194.6% | +53.3% | +141.4% | +123.9% |
| 5Y | +609.6% | +44.8% | +564.8% | +374.4% |
| All | +388.2% | +65.6% | +322.6% | +193.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 10y: compounded portfolio wealth divided by compounded CLBK 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…
10y analysis · Full analysis span regression · 6 months rolling