+120.6%
VLO vs CLX
-6.5%
+127.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +5.7% | -11.5% | -4.1% |
| 7D | -6.0% | +14.2% | -20.1% | -2.2% |
| 30D | -12.9% | +22.7% | -35.5% | -7.6% |
| 3M | +18.3% | -2.8% | +21.1% | +18.7% |
| 6M | +46.4% | +17.7% | +28.8% | +55.3% |
| YTD | +127.7% | +3.3% | +124.4% | +129.5% |
| 1Y | +120.6% | -5.6% | +126.3% | +118.5% |
| All | +120.6% | -6.5% | +127.2% | +118.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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