+238.9%
CRM vs VLO
+946.8%
-707.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.7% |
| 7D | -4.4% | +5.3% | -9.8% | -5.5% |
| 30D | +28.1% | +18.2% | +9.9% | +23.6% |
| 3M | +48.8% | +53.3% | -4.5% | +35.5% |
| 6M | +28.3% | +70.4% | -42.2% | +13.8% |
| YTD | -6.0% | +143.4% | -149.4% | -23.1% |
| 1Y | +1.4% | +153.0% | -151.6% | -18.1% |
| 3Y | +11.8% | +195.0% | -183.1% | -14.1% |
| 5Y | -2.0% | +618.8% | -620.8% | -39.6% |
| All | +238.9% | +946.8% | -707.9% | +94.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling