+199.0%
VLO vs CLF
-33.4%
+232.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.0% | -1.6% |
| 7D | -13.3% | -19.6% | +6.3% | -10.9% |
| 30D | -18.3% | -5.0% | -13.3% | -18.1% |
| 3M | +14.3% | -6.3% | +20.6% | +14.5% |
| 6M | +47.6% | +2.8% | +44.9% | +44.4% |
| YTD | +116.0% | -13.7% | +129.7% | +115.3% |
| 1Y | +101.0% | +13.6% | +87.4% | +89.7% |
| 3Y | +199.0% | -34.0% | +233.0% | +188.7% |
| All | +199.0% | -33.4% | +232.4% | +188.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling