+193.8%
VLO vs CRS
+636.8%
-442.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +6.2% | -0.5% | +6.8% | +6.3% |
| 30D | +23.5% | -18.1% | +41.6% | +26.8% |
| 3M | +53.9% | -12.4% | +66.3% | +55.8% |
| 6M | +81.7% | +15.9% | +65.7% | +73.4% |
| YTD | +142.5% | +45.8% | +96.6% | +119.1% |
| 1Y | +145.4% | +87.8% | +57.7% | +107.8% |
| All | +193.8% | +636.8% | -442.9% | +94.3% |
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 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