+322.0%
CMG vs VLO
+946.8%
-624.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | 0.0% |
| 7D | -2.1% | +5.3% | -7.4% | -2.9% |
| 30D | +10.9% | +18.2% | -7.3% | +8.0% |
| 3M | +15.8% | +53.3% | -37.5% | +8.2% |
| 6M | +6.9% | +70.4% | -63.5% | -2.3% |
| YTD | -2.2% | +143.4% | -145.5% | -16.0% |
| 1Y | -7.1% | +153.0% | -160.1% | -20.9% |
| 3Y | -7.1% | +195.0% | -202.1% | -24.0% |
| 5Y | -4.8% | +618.8% | -623.6% | -34.8% |
| All | +322.0% | +946.8% | -624.8% | +181.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling