+256.7%
CRWD vs VLO
+476.5%
-219.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.7% |
| 7D | +4.5% | +9.6% | -5.2% | +2.7% |
| 30D | -9.1% | -17.4% | +8.3% | -6.0% |
| 3M | +0.5% | +10.8% | -10.3% | -2.3% |
| 6M | +61.1% | +56.9% | +4.2% | +45.6% |
| YTD | +93.4% | +136.8% | -43.4% | +60.0% |
| 1Y | +71.1% | +120.7% | -49.6% | +43.5% |
| 3Y | +351.1% | +231.9% | +119.1% | +241.5% |
| All | +256.7% | +476.5% | -219.9% | +167.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling