+10.9%
CMG vs VLO
+120.8%
-109.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -5.8% | +11.6% | +5.6% |
| 7D | +22.5% | -6.0% | +28.5% | +22.2% |
| 30D | +14.1% | -12.9% | +27.0% | +14.0% |
| 3M | +4.1% | +18.3% | -14.3% | +4.8% |
| 6M | +10.1% | +46.4% | -36.4% | +12.5% |
| YTD | -4.9% | +127.7% | -132.6% | -5.5% |
| 1Y | +10.9% | +120.6% | -109.7% | +9.5% |
| All | +10.9% | +120.8% | -109.9% | +9.5% |
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