+192.7%
VLO vs CLBK
+55.4%
+137.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.6% | +3.9% | +3.4% |
| 7D | +5.8% | +1.1% | +4.6% | +5.5% |
| 30D | +28.3% | +7.8% | +20.6% | +26.1% |
| 3M | +48.7% | +23.9% | +24.9% | +41.4% |
| 6M | +71.9% | +42.3% | +29.6% | +57.6% |
| YTD | +138.7% | +65.4% | +73.3% | +109.8% |
| 1Y | +148.5% | +70.3% | +78.1% | +115.9% |
| 3Y | +192.7% | +54.5% | +138.2% | +154.8% |
| All | +192.7% | +55.4% | +137.3% | +154.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling