+471.6%
VLO vs CRS
+842.0%
-370.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.7% | +4.8% | +3.4% |
| 7D | +6.8% | +7.4% | -0.7% | +5.2% |
| 30D | -17.9% | -21.2% | +3.4% | -14.4% |
| 3M | +13.5% | -43.3% | +56.8% | +26.3% |
| 6M | +53.0% | -29.4% | +82.4% | +60.5% |
| YTD | +133.7% | -4.7% | +138.4% | +123.3% |
| 1Y | +115.7% | -9.6% | +125.3% | +108.6% |
| 3Y | +231.9% | +355.5% | -123.5% | +97.7% |
| 5Y | +471.6% | +826.6% | -355.0% | +169.4% |
| All | +471.6% | +842.0% | -370.5% | +169.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling