+35,889.1%
VLO vs CRS
+10,171.0%
+25,718.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.6% |
| 7D | +5.2% | -0.2% | +5.4% | +5.3% |
| 30D | +22.6% | -16.6% | +39.2% | +30.7% |
| 3M | +43.8% | -3.5% | +47.2% | +43.5% |
| 6M | +65.7% | +15.4% | +50.3% | +50.8% |
| YTD | +131.1% | +51.2% | +79.9% | +88.3% |
| 1Y | +143.6% | +98.3% | +45.3% | +75.8% |
| 3Y | +201.4% | +651.5% | -450.2% | +19.9% |
| 5Y | +568.9% | +1,411.1% | -842.2% | +87.6% |
| 10Y | +891.8% | +1,424.3% | -532.5% | +147.7% |
| All | +35,889.1% | +10,171.0% | +25,718.1% | +4,673.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling