+5,648.9%
CRM vs VLO
+4,201.9%
+1,447.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.2% |
| 7D | -8.1% | +4.0% | -12.1% | -9.3% |
| 30D | +23.1% | +19.0% | +4.1% | +16.5% |
| 3M | +42.5% | +50.0% | -7.4% | +25.1% |
| 6M | +25.3% | +79.1% | -53.8% | +3.4% |
| YTD | -7.8% | +140.3% | -148.1% | -31.1% |
| 1Y | +1.0% | +148.3% | -147.3% | -25.7% |
| 3Y | +10.0% | +194.6% | -184.6% | -25.4% |
| 5Y | -3.9% | +609.6% | -613.5% | -53.5% |
| 10Y | +233.2% | +929.5% | -696.3% | +20.9% |
| All | +5,648.9% | +4,201.9% | +1,447.1% | +1,047.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling