+614.6%
VLO vs CLBK
+41.8%
+572.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.9% |
| 7D | +6.2% | -1.5% | +7.7% | +6.6% |
| 30D | +23.5% | +6.7% | +16.8% | +21.8% |
| 3M | +53.9% | +21.2% | +32.7% | +47.6% |
| 6M | +81.7% | +42.0% | +39.7% | +67.9% |
| YTD | +142.5% | +63.3% | +79.2% | +116.8% |
| 1Y | +145.4% | +65.4% | +80.1% | +118.2% |
| 3Y | +197.3% | +52.5% | +144.9% | +165.4% |
| 5Y | +614.6% | +42.0% | +572.6% | +462.4% |
| All | +614.6% | +41.8% | +572.8% | +462.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling