+601.6%
VLO vs CLX
-35.2%
+636.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.6% | +4.8% | +3.1% |
| 7D | +5.8% | -3.5% | +9.3% | +5.5% |
| 30D | +28.3% | -11.9% | +40.2% | +27.1% |
| 3M | +48.7% | -2.6% | +51.4% | +48.7% |
| 6M | +71.9% | -18.2% | +90.1% | +71.3% |
| YTD | +138.7% | -5.9% | +144.6% | +138.4% |
| 1Y | +148.5% | -23.8% | +172.3% | +147.1% |
| 3Y | +192.7% | -33.6% | +226.2% | +189.2% |
| 5Y | +601.6% | -35.7% | +637.3% | +610.3% |
| All | +601.6% | -35.2% | +636.8% | +610.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling