+420.0%
VLO vs CRL
-10.4%
+430.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.8% | -9.2% | -2.4% |
| 7D | -13.3% | -6.1% | -7.2% | -12.6% |
| 30D | -18.3% | +12.4% | -30.7% | -19.7% |
| 3M | +14.3% | +27.1% | -12.8% | +10.5% |
| 6M | +47.6% | +85.7% | -38.1% | +34.7% |
| YTD | +116.0% | +69.2% | +46.8% | +98.5% |
| 1Y | +101.0% | +97.5% | +3.5% | +79.6% |
| 3Y | +199.0% | +86.1% | +112.9% | +160.2% |
| All | +420.0% | -10.4% | +430.3% | +406.6% |
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