-10.0%
CRM vs VLO
+120.8%
-130.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.8% | +8.0% | +2.6% |
| 7D | -6.2% | -6.0% | -0.2% | -5.8% |
| 30D | -1.2% | -12.9% | +11.7% | -0.4% |
| 3M | +19.1% | +18.3% | +0.8% | +16.3% |
| 6M | +23.0% | +46.4% | -23.5% | +17.2% |
| YTD | -13.7% | +127.7% | -141.4% | -16.0% |
| 1Y | -10.0% | +120.6% | -130.6% | -12.7% |
| All | -10.0% | +120.8% | -130.7% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 1y: compounded portfolio wealth divided by compounded VLO 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…
1y analysis · Full analysis span regression · 6 months rolling