+588.7%
VLO vs CMI
+164.8%
+423.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +0.9% |
| 7D | +5.3% | -0.7% | +6.0% | +5.6% |
| 30D | +18.2% | -12.4% | +30.6% | +23.9% |
| 3M | +53.3% | -14.8% | +68.1% | +60.9% |
| 6M | +70.4% | +0.8% | +69.6% | +62.9% |
| YTD | +143.4% | +10.2% | +133.2% | +120.0% |
| 1Y | +153.0% | +37.4% | +115.6% | +102.4% |
| 3Y | +195.0% | +153.3% | +41.7% | +67.0% |
| All | +588.7% | +164.8% | +423.9% | +274.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling