+227.7%
VLO vs CRS
+355.6%
-127.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.7% | +4.8% | +3.3% |
| 7D | +6.8% | +7.4% | -0.7% | +5.7% |
| 30D | -17.9% | -21.2% | +3.4% | -15.6% |
| 3M | +13.5% | -43.3% | +56.8% | +21.6% |
| 6M | +53.0% | -29.4% | +82.4% | +57.3% |
| YTD | +133.7% | -4.7% | +138.4% | +122.4% |
| 1Y | +115.7% | -9.6% | +125.3% | +107.4% |
| All | +227.7% | +355.6% | -127.9% | +140.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling