+384.9%
CRWD vs VLO
+192.7%
+192.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.7% |
| 7D | -2.8% | +4.0% | -6.8% | -3.7% |
| 30D | -5.9% | +19.0% | -24.9% | -9.6% |
| 3M | +29.0% | +50.0% | -21.0% | +17.4% |
| 6M | +91.5% | +79.1% | +12.3% | +66.5% |
| YTD | +78.2% | +140.3% | -62.0% | +44.7% |
| 1Y | +96.6% | +148.3% | -51.7% | +57.9% |
| All | +384.9% | +192.7% | +192.2% | +263.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling