-7.1%
CMG vs VLO
+152.2%
-159.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.2% |
| 7D | -2.1% | +5.3% | -7.4% | -2.1% |
| 30D | +10.9% | +18.2% | -7.3% | +10.8% |
| 3M | +15.8% | +53.3% | -37.5% | +16.6% |
| 6M | +6.9% | +70.4% | -63.5% | +6.9% |
| YTD | -2.2% | +143.4% | -145.5% | -5.8% |
| 1Y | -7.1% | +153.0% | -160.1% | -10.6% |
| All | -7.1% | +152.2% | -159.3% | -10.6% |
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 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