+120.6%
VLO vs CLF
+12.5%
+108.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -9.2% | +3.4% | -5.7% |
| 7D | -6.0% | -7.9% | +1.9% | -5.9% |
| 30D | -12.9% | +5.2% | -18.1% | -12.7% |
| 3M | +18.3% | +4.3% | +14.0% | +18.3% |
| 6M | +46.4% | +25.3% | +21.2% | +47.3% |
| YTD | +127.7% | -3.3% | +131.1% | +137.0% |
| 1Y | +120.6% | +20.2% | +100.4% | +132.0% |
| All | +120.6% | +12.5% | +108.1% | +132.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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