+560.5%
VLO vs CLF
-47.7%
+608.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.3% |
| 7D | +5.2% | +7.6% | -2.4% | +4.0% |
| 30D | +22.6% | -1.2% | +23.8% | +22.7% |
| 3M | +43.8% | -13.4% | +57.1% | +46.0% |
| 6M | +65.7% | +15.4% | +50.3% | +58.9% |
| YTD | +131.1% | -5.9% | +137.0% | +127.9% |
| 1Y | +143.6% | +18.8% | +124.8% | +124.8% |
| 3Y | +201.4% | -19.4% | +220.8% | +185.2% |
| All | +560.5% | -47.7% | +608.2% | +567.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling