+790.3%
VLO vs CRS
+790.4%
-0.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.7% | +4.0% | +2.3% |
| 7D | +9.6% | +4.8% | +4.9% | +7.6% |
| 30D | -17.4% | -23.2% | +5.8% | -10.3% |
| 3M | +10.8% | -45.5% | +56.3% | +36.4% |
| 6M | +56.9% | -33.1% | +90.1% | +75.3% |
| YTD | +136.8% | -7.2% | +144.0% | +124.8% |
| 1Y | +120.7% | -10.0% | +130.7% | +111.5% |
| 3Y | +231.9% | +332.3% | -100.4% | +46.3% |
| 5Y | +479.0% | +801.9% | -322.9% | +63.2% |
| All | +790.3% | +790.4% | -0.1% | +119.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling