+115.7%
VLO vs CLBK
+62.6%
+53.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.2% | +3.2% |
| 7D | +6.8% | +2.5% | +4.3% | +6.5% |
| 30D | -17.9% | +3.7% | -21.5% | -18.2% |
| 3M | +13.5% | -3.3% | +16.8% | +13.6% |
| 6M | +53.0% | +29.6% | +23.4% | +52.0% |
| YTD | +133.7% | +60.3% | +73.5% | +121.9% |
| 1Y | +115.7% | +63.4% | +52.2% | +103.5% |
| All | +115.7% | +62.6% | +53.1% | +103.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling