+743.6%
VLO vs CRL
+400.8%
+342.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.7% | -1.7% | +1.8% |
| 7D | -6.5% | +4.4% | -10.8% | -7.6% |
| 30D | -17.8% | +17.1% | -34.8% | -21.3% |
| 3M | +19.6% | +32.1% | -12.5% | +10.7% |
| 6M | +49.3% | +98.9% | -49.7% | +22.5% |
| YTD | +122.4% | +77.1% | +45.3% | +85.6% |
| 1Y | +107.4% | +110.3% | -2.8% | +64.1% |
| 3Y | +223.1% | +108.5% | +114.6% | +138.6% |
| 5Y | +432.2% | -7.9% | +440.1% | +417.5% |
| 10Y | +743.6% | +368.9% | +374.7% | +301.1% |
| All | +743.6% | +400.8% | +342.8% | +301.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling