+900.2%
VLO vs CMS
+117.1%
+783.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.5% | +2.8% | +3.1% |
| 7D | +5.8% | +1.2% | +4.5% | +5.3% |
| 30D | +28.3% | -3.2% | +31.5% | +29.6% |
| 3M | +48.7% | -2.2% | +50.9% | +49.4% |
| 6M | +71.9% | -9.4% | +81.3% | +76.8% |
| YTD | +138.7% | +0.7% | +138.0% | +136.1% |
| 1Y | +148.5% | +0.4% | +148.1% | +145.5% |
| 3Y | +192.7% | +35.2% | +157.5% | +154.3% |
| 5Y | +601.6% | +24.1% | +577.5% | +519.0% |
| 10Y | +900.2% | +115.8% | +784.4% | +716.5% |
| All | +900.2% | +117.1% | +783.1% | +716.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling