+381.1%
VLO vs CLBK
+60.9%
+320.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.5% |
| 7D | +9.6% | +0.9% | +8.7% | +9.2% |
| 30D | -17.4% | +3.4% | -20.8% | -18.7% |
| 3M | +10.8% | -4.3% | +15.0% | +12.8% |
| 6M | +56.9% | +28.4% | +28.6% | +38.8% |
| YTD | +136.8% | +59.4% | +77.4% | +86.7% |
| 1Y | +120.7% | +64.8% | +55.8% | +70.8% |
| 3Y | +231.9% | +50.6% | +181.3% | +154.4% |
| 5Y | +479.0% | +28.3% | +450.7% | +329.6% |
| All | +381.1% | +60.9% | +320.3% | +193.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling