+35,889.1%
VLO vs CLX
+2,386.6%
+33,502.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.2% |
| 7D | +5.2% | -9.2% | +14.4% | +6.7% |
| 30D | +22.6% | -11.0% | +33.6% | +24.8% |
| 3M | +43.8% | +5.0% | +38.7% | +42.1% |
| 6M | +65.7% | -18.8% | +84.6% | +69.9% |
| YTD | +131.1% | -4.4% | +135.5% | +130.3% |
| 1Y | +143.6% | -21.9% | +165.5% | +150.7% |
| 3Y | +201.4% | -32.8% | +234.1% | +215.2% |
| 5Y | +568.9% | -34.6% | +603.4% | +590.9% |
| 10Y | +891.8% | -4.7% | +896.5% | +789.3% |
| All | +35,889.1% | +2,386.6% | +33,502.5% | +17,608.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling