+614.6%
VLO vs CRS
+1,446.1%
-831.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +28.6% |
| 3M | +53.9% | -12.4% | +66.3% | +56.9% |
| 6M | +81.7% | +15.9% | +65.7% | +71.0% |
| YTD | +142.5% | +45.8% | +96.6% | +113.9% |
| 1Y | +145.4% | +87.8% | +57.7% | +100.3% |
| 3Y | +197.3% | +648.7% | -451.4% | +58.2% |
| 5Y | +614.6% | +1,416.6% | -802.0% | +182.4% |
| All | +614.6% | +1,446.1% | -831.5% | +182.4% |
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