+120.6%
VLO vs CMI
+10.9%
+109.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -5.8% | 0.0% | -5.8% |
| 7D | -6.0% | -11.2% | +5.2% | -6.2% |
| 30D | -12.9% | -9.8% | -3.0% | -13.0% |
| 3M | +18.3% | -25.5% | +43.9% | +17.3% |
| 6M | +46.4% | -27.7% | +74.1% | +44.9% |
| YTD | +127.7% | -6.6% | +134.4% | +115.3% |
| 1Y | +120.6% | +11.7% | +109.0% | +93.4% |
| All | +120.6% | +10.9% | +109.7% | +93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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