+120.6%
VLO vs CLSK
-58.7%
+179.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -16.6% | +10.8% | -5.6% |
| 7D | -6.0% | -20.7% | +14.8% | -5.9% |
| 30D | -12.9% | -45.5% | +32.6% | -12.9% |
| 3M | +18.3% | -52.0% | +70.3% | +18.5% |
| 6M | +46.4% | -47.0% | +93.4% | +45.5% |
| YTD | +127.7% | -32.8% | +160.6% | +123.0% |
| 1Y | +120.6% | -58.1% | +178.7% | +117.6% |
| All | +120.6% | -58.7% | +179.4% | +117.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLSK.
Daily Out/Under-Performance
Portfolio return minus CLSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLSK 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 CLSK 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