+37,317.2%
VLO vs CRH
+5,984.3%
+31,332.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.3% |
| 7D | +4.0% | -4.8% | +8.7% | +5.4% |
| 30D | +19.0% | -13.1% | +32.1% | +23.9% |
| 3M | +50.0% | -12.0% | +61.9% | +54.5% |
| 6M | +79.1% | -16.9% | +96.0% | +85.6% |
| YTD | +140.3% | -29.0% | +169.2% | +160.2% |
| 1Y | +148.3% | -20.3% | +168.7% | +158.2% |
| 3Y | +194.6% | +69.2% | +125.4% | +136.2% |
| 5Y | +609.6% | +94.6% | +514.9% | +431.8% |
| 10Y | +929.5% | +250.3% | +679.2% | +548.8% |
| All | +37,317.2% | +5,984.3% | +31,332.9% | +15,434.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling