+33,946.5%
VLO vs CLF
+737.5%
+33,209.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.9% | -6.6% | -2.8% |
| 7D | -9.5% | -9.1% | -0.5% | -7.7% |
| 30D | -19.1% | -0.9% | -18.2% | -19.7% |
| 3M | +11.4% | +3.0% | +8.4% | +9.0% |
| 6M | +46.7% | +16.7% | +30.0% | +36.8% |
| YTD | +118.6% | -3.2% | +121.8% | +108.4% |
| 1Y | +99.9% | +24.6% | +75.3% | +78.8% |
| 3Y | +210.5% | -22.3% | +232.8% | +187.0% |
| 5Y | +432.7% | -41.2% | +473.9% | +396.2% |
| 10Y | +717.1% | +83.5% | +633.6% | +395.4% |
| All | +33,946.5% | +737.5% | +33,209.1% | +13,336.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling