+369.6%
VLO vs CLBK
+67.9%
+301.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +5.2% | +1.2% | +4.0% | +4.6% |
| 30D | +22.6% | +9.1% | +13.5% | +17.7% |
| 3M | +43.8% | +27.7% | +16.1% | +27.9% |
| 6M | +65.7% | +40.8% | +24.9% | +39.8% |
| YTD | +131.1% | +66.4% | +64.7% | +79.0% |
| 1Y | +143.6% | +72.4% | +71.3% | +84.0% |
| 3Y | +201.4% | +50.7% | +150.7% | +131.8% |
| 5Y | +568.9% | +42.9% | +526.0% | +356.4% |
| All | +369.6% | +67.9% | +301.7% | +180.9% |
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