+4,100.0%
CMG vs VLO
+1,146.4%
+2,953.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -2.8% | +5.2% | -8.0% | -3.9% |
| 30D | +7.1% | +22.6% | -15.5% | +2.3% |
| 3M | +31.2% | +43.8% | -12.6% | +20.6% |
| 6M | +0.7% | +65.7% | -65.1% | -11.1% |
| YTD | -0.1% | +131.1% | -131.2% | -18.4% |
| 1Y | -10.7% | +143.6% | -154.4% | -28.3% |
| 3Y | -4.7% | +201.4% | -206.1% | -28.5% |
| 5Y | -3.8% | +568.9% | -572.6% | -42.7% |
| 10Y | +352.5% | +891.8% | -539.3% | +116.2% |
| All | +4,100.0% | +1,146.4% | +2,953.6% | +1,424.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling