+938.9%
VLO vs CLX
-3.8%
+942.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +1.4% |
| 7D | +6.2% | -4.9% | +11.2% | +5.8% |
| 30D | +23.5% | -15.8% | +39.3% | +21.7% |
| 3M | +53.9% | -7.9% | +61.8% | +53.0% |
| 6M | +81.7% | -19.0% | +100.7% | +79.9% |
| YTD | +142.5% | -7.9% | +150.4% | +141.9% |
| 1Y | +145.4% | -25.4% | +170.8% | +142.0% |
| 3Y | +197.3% | -35.0% | +232.3% | +190.8% |
| 5Y | +614.6% | -36.8% | +651.4% | +601.9% |
| 10Y | +938.9% | -1.4% | +940.3% | +795.1% |
| All | +938.9% | -3.8% | +942.7% | +795.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling