+120.6%
VLO vs CRL
+85.3%
+35.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -7.3% | +1.5% | -5.9% |
| 7D | -6.0% | -12.8% | +6.8% | -6.4% |
| 30D | -12.9% | +5.0% | -17.9% | -12.4% |
| 3M | +18.3% | +39.4% | -21.0% | +21.2% |
| 6M | +46.4% | +89.4% | -42.9% | +52.5% |
| YTD | +127.7% | +63.6% | +64.2% | +135.6% |
| 1Y | +120.6% | +83.5% | +37.2% | +126.0% |
| All | +120.6% | +85.3% | +35.3% | +126.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling