+33,946.5%
VLO vs CLX
+2,789.7%
+31,156.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -1.8% |
| 7D | -9.5% | +13.6% | -23.2% | -11.3% |
| 30D | -19.1% | +29.1% | -48.2% | -22.3% |
| 3M | +11.4% | +1.6% | +9.8% | +10.8% |
| 6M | +46.7% | +18.7% | +28.0% | +41.9% |
| YTD | +118.6% | +11.1% | +107.5% | +112.4% |
| 1Y | +99.9% | +7.0% | +92.9% | +95.3% |
| 3Y | +210.5% | -10.0% | +220.5% | +209.3% |
| 5Y | +432.7% | -22.6% | +455.3% | +435.0% |
| 10Y | +717.1% | +29.3% | +687.8% | +587.5% |
| All | +33,946.5% | +2,789.7% | +31,156.8% | +16,235.8% |
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