+10,029.5%
VLO vs CRL
+1,379.5%
+8,650.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.5% |
| 7D | +5.2% | -1.0% | +6.2% | +5.5% |
| 30D | +22.6% | +10.7% | +11.9% | +19.2% |
| 3M | +43.8% | +55.3% | -11.5% | +26.5% |
| 6M | +65.7% | +60.7% | +5.1% | +42.2% |
| YTD | +131.1% | +44.6% | +86.5% | +103.1% |
| 1Y | +143.6% | +77.7% | +65.9% | +100.1% |
| 3Y | +201.4% | +37.6% | +163.7% | +152.3% |
| 5Y | +568.9% | -35.8% | +604.7% | +576.9% |
| 10Y | +891.8% | +241.7% | +650.1% | +478.0% |
| All | +10,029.5% | +1,379.5% | +8,650.0% | +4,418.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling