-7.6%
CMG vs VLO
+195.4%
-202.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.1% | -2.7% |
| 7D | -6.5% | +6.2% | -12.7% | -7.2% |
| 30D | +12.1% | +23.5% | -11.4% | +8.9% |
| 3M | +20.6% | +53.9% | -33.3% | +13.7% |
| 6M | +2.1% | +81.7% | -79.6% | -7.1% |
| YTD | -2.6% | +142.5% | -145.1% | -16.5% |
| 1Y | -8.7% | +145.4% | -154.1% | -22.2% |
| All | -7.6% | +195.4% | -202.9% | -26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling