+193.8%
VLO vs CMI
+149.3%
+44.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.9% |
| 7D | +6.2% | +0.7% | +5.5% | +6.0% |
| 30D | +23.5% | -12.3% | +35.8% | +27.6% |
| 3M | +53.9% | -16.8% | +70.7% | +60.0% |
| 6M | +81.7% | +1.5% | +80.1% | +73.6% |
| YTD | +142.5% | +9.8% | +132.7% | +121.2% |
| 1Y | +145.4% | +42.6% | +102.9% | +95.9% |
| All | +193.8% | +149.3% | +44.5% | +89.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling