+924.9%
VLO vs CRH
+253.3%
+671.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +0.8% |
| 7D | +5.3% | -6.1% | +11.4% | +8.1% |
| 30D | +18.2% | -9.3% | +27.5% | +23.1% |
| 3M | +53.3% | -15.2% | +68.5% | +62.9% |
| 6M | +70.4% | -14.2% | +84.6% | +76.3% |
| YTD | +143.4% | -28.3% | +171.6% | +172.6% |
| 1Y | +153.0% | -21.8% | +174.8% | +168.9% |
| 3Y | +195.0% | +71.6% | +123.3% | +91.3% |
| 5Y | +618.8% | +96.6% | +522.2% | +308.6% |
| All | +924.9% | +253.3% | +671.6% | +269.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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