+210.5%
VLO vs CLX
-9.6%
+220.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -1.5% |
| 7D | -9.5% | +13.6% | -23.2% | -7.7% |
| 30D | -19.1% | +29.1% | -48.2% | -16.0% |
| 3M | +11.4% | +1.6% | +9.8% | +12.6% |
| 6M | +46.7% | +18.7% | +28.0% | +51.4% |
| YTD | +118.6% | +11.1% | +107.5% | +124.1% |
| 1Y | +99.9% | +7.0% | +92.9% | +104.9% |
| 3Y | +210.5% | -10.0% | +220.5% | +217.6% |
| All | +210.5% | -9.6% | +220.0% | +217.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling