+938.9%
VLO vs CRL
+244.4%
+694.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.8% |
| 7D | +6.2% | -4.6% | +10.8% | +7.5% |
| 30D | +23.5% | +0.5% | +23.0% | +23.2% |
| 3M | +53.9% | +46.6% | +7.2% | +38.0% |
| 6M | +81.7% | +57.3% | +24.4% | +57.4% |
| YTD | +142.5% | +39.5% | +102.9% | +116.1% |
| 1Y | +145.4% | +76.9% | +68.6% | +101.8% |
| 3Y | +197.3% | +39.4% | +158.0% | +147.6% |
| 5Y | +614.6% | -37.2% | +651.8% | +686.1% |
| 10Y | +938.9% | +253.4% | +685.5% | +366.0% |
| All | +938.9% | +244.4% | +694.4% | +366.0% |
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 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