+318.8%
VLO vs CRBG
+117.3%
+201.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +0.9% |
| 7D | +5.3% | +0.6% | +4.7% | +5.1% |
| 30D | +18.2% | +2.6% | +15.6% | +17.3% |
| 3M | +53.3% | +24.0% | +29.3% | +44.1% |
| 6M | +70.4% | +50.5% | +19.9% | +49.6% |
| YTD | +143.4% | +17.1% | +126.2% | +131.1% |
| 1Y | +153.0% | +5.9% | +147.1% | +147.8% |
| 3Y | +195.0% | +122.7% | +72.2% | +117.7% |
| All | +318.8% | +117.3% | +201.5% | +201.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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