+199.0%
VLO vs CRL
+86.4%
+112.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.8% | -9.2% | -2.3% |
| 7D | -13.3% | -6.1% | -7.2% | -12.7% |
| 30D | -18.3% | +12.4% | -30.7% | -19.5% |
| 3M | +14.3% | +27.1% | -12.8% | +11.0% |
| 6M | +47.6% | +85.7% | -38.1% | +36.0% |
| YTD | +116.0% | +69.2% | +46.8% | +100.6% |
| 1Y | +101.0% | +97.5% | +3.5% | +81.2% |
| 3Y | +199.0% | +86.1% | +112.9% | +155.9% |
| All | +199.0% | +86.4% | +112.6% | +155.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling