+743.6%
VLO vs CMS
+127.7%
+615.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.5% | +2.4% | +2.8% |
| 7D | -6.5% | -0.9% | -5.6% | -6.2% |
| 30D | -17.8% | +7.1% | -24.8% | -19.7% |
| 3M | +19.6% | -1.3% | +20.9% | +19.9% |
| 6M | +49.3% | -2.7% | +51.9% | +49.9% |
| YTD | +122.4% | +2.6% | +119.8% | +118.3% |
| 1Y | +107.4% | -2.0% | +109.4% | +107.0% |
| 3Y | +223.1% | +39.6% | +183.4% | +176.8% |
| 5Y | +432.2% | +35.3% | +396.9% | +350.4% |
| 10Y | +743.6% | +132.3% | +611.3% | +563.8% |
| All | +743.6% | +127.7% | +615.9% | +563.8% |
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