+869.5%
VLO vs CLF
+127.2%
+742.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.4% |
| 7D | +5.2% | +7.6% | -2.4% | +3.4% |
| 30D | +22.6% | -1.2% | +23.8% | +22.7% |
| 3M | +43.8% | -13.4% | +57.1% | +46.5% |
| 6M | +65.7% | +15.4% | +50.3% | +55.0% |
| YTD | +131.1% | -5.9% | +137.0% | +124.7% |
| 1Y | +143.6% | +18.8% | +124.8% | +116.7% |
| 3Y | +201.4% | -19.4% | +220.8% | +176.7% |
| 5Y | +568.9% | -47.7% | +616.6% | +543.8% |
| All | +869.5% | +127.2% | +742.3% | +398.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling