-5.0%
CMG vs VLO
+600.5%
-605.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.4% |
| 7D | -3.8% | +4.0% | -7.8% | -4.3% |
| 30D | +12.9% | +19.0% | -6.1% | +10.5% |
| 3M | +18.8% | +50.0% | -31.2% | +13.0% |
| 6M | +4.1% | +79.1% | -75.1% | -3.8% |
| YTD | -2.4% | +140.3% | -142.6% | -13.6% |
| 1Y | -6.7% | +148.3% | -155.0% | -18.1% |
| 3Y | -7.1% | +194.6% | -201.8% | -21.4% |
| 5Y | -5.0% | +609.6% | -614.6% | -24.0% |
| All | -5.0% | +600.5% | -605.5% | -24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling