+800.1%
VLO vs CLSK
-60.8%
+860.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.8% | -5.5% | +1.3% |
| 7D | +5.3% | +7.7% | -2.4% | +5.3% |
| 30D | +18.2% | +12.2% | +6.0% | +18.2% |
| 3M | +53.3% | -15.5% | +68.8% | +53.4% |
| 6M | +70.4% | +39.3% | +31.1% | +70.1% |
| YTD | +143.4% | +35.1% | +108.3% | +142.9% |
| 1Y | +153.0% | +34.0% | +119.0% | +152.4% |
| 3Y | +195.0% | +226.3% | -31.3% | +194.4% |
| 5Y | +618.8% | +6.4% | +612.4% | +615.4% |
| All | +800.1% | -60.8% | +860.9% | +859.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling