+120.6%
VLO vs CRS
-3.8%
+124.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.6% | -4.2% | -5.9% |
| 7D | -6.0% | +4.3% | -10.3% | -5.7% |
| 30D | -12.9% | -25.5% | +12.6% | -14.4% |
| 3M | +18.3% | -48.7% | +67.1% | +11.7% |
| 6M | +46.4% | -31.6% | +78.1% | +43.1% |
| YTD | +127.7% | -7.0% | +134.8% | +113.9% |
| 1Y | +120.6% | -4.5% | +125.1% | +107.0% |
| All | +120.6% | -3.8% | +124.4% | +107.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 1y: compounded portfolio wealth divided by compounded CRS 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…
1y analysis · Full analysis span regression · 6 months rolling