+768.4%
VLO vs CMS
+125.4%
+643.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.8% | -0.7% |
| 7D | -13.3% | -1.3% | -12.0% | -13.0% |
| 30D | -18.3% | +6.3% | -24.6% | -20.0% |
| 3M | +14.3% | -2.1% | +16.4% | +14.9% |
| 6M | +47.6% | -5.1% | +52.7% | +49.5% |
| YTD | +116.0% | +1.3% | +114.7% | +113.1% |
| 1Y | +101.0% | -1.4% | +102.4% | +100.0% |
| 3Y | +199.0% | +36.9% | +162.1% | +158.9% |
| 5Y | +419.0% | +32.5% | +386.5% | +344.6% |
| All | +768.4% | +125.4% | +643.0% | +644.8% |
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