+601.6%
VLO vs CRL
-37.4%
+639.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.7% | +6.0% | +3.6% |
| 7D | +5.8% | -0.6% | +6.3% | +5.8% |
| 30D | +28.3% | +5.0% | +23.4% | +27.5% |
| 3M | +48.7% | +50.6% | -1.8% | +40.5% |
| 6M | +71.9% | +60.9% | +11.0% | +59.8% |
| YTD | +138.7% | +40.7% | +97.9% | +125.9% |
| 1Y | +148.5% | +73.3% | +75.1% | +126.2% |
| 3Y | +192.7% | +40.6% | +152.1% | +166.4% |
| 5Y | +601.6% | -37.0% | +638.6% | +554.1% |
| All | +601.6% | -37.4% | +639.0% | +554.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling