-10.7%
CMG vs VLO
+143.4%
-154.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -2.8% | +5.2% | -8.0% | -2.8% |
| 30D | +7.1% | +22.6% | -15.5% | +7.0% |
| 3M | +31.2% | +43.8% | -12.6% | +31.8% |
| 6M | +0.7% | +65.7% | -65.1% | +0.4% |
| YTD | -0.1% | +131.1% | -131.2% | -3.9% |
| 1Y | -10.7% | +143.6% | -154.4% | -15.4% |
| All | -10.7% | +143.4% | -154.1% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 1y: compounded portfolio wealth divided by compounded VLO 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…
1y analysis · Full analysis span regression · 6 months rolling