+782.6%
VLO vs CLSK
-61.4%
+844.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +6.2% | -3.0% | +3.3% |
| 7D | +5.8% | +21.9% | -16.1% | +5.7% |
| 30D | +28.3% | +9.6% | +18.7% | +28.3% |
| 3M | +48.7% | -18.4% | +67.1% | +48.8% |
| 6M | +71.9% | +46.4% | +25.5% | +71.5% |
| YTD | +138.7% | +33.2% | +105.5% | +138.2% |
| 1Y | +148.5% | +47.0% | +101.5% | +147.8% |
| 3Y | +192.7% | +206.4% | -13.7% | +192.1% |
| 5Y | +601.6% | +5.4% | +596.2% | +598.4% |
| All | +782.6% | -61.4% | +844.0% | +840.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling