+37,066.7%
VLO vs CMI
+19,796.6%
+17,270.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.1% | +3.1% | +3.2% |
| 7D | +5.8% | +1.9% | +3.9% | +5.0% |
| 30D | +28.3% | -12.5% | +40.9% | +34.6% |
| 3M | +48.7% | -16.2% | +64.9% | +57.2% |
| 6M | +71.9% | +4.9% | +67.1% | +64.4% |
| YTD | +138.7% | +11.1% | +127.5% | +122.0% |
| 1Y | +148.5% | +43.4% | +105.1% | +108.7% |
| 3Y | +192.7% | +154.1% | +38.6% | +96.1% |
| 5Y | +601.6% | +169.5% | +432.1% | +356.8% |
| 10Y | +900.2% | +503.8% | +396.4% | +397.1% |
| All | +37,066.7% | +19,796.6% | +17,270.1% | +8,439.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling