+105.4%
VLO vs CMS
-2.8%
+108.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.7% |
| 7D | -0.4% | -1.1% | +0.7% | -0.6% |
| 30D | -16.6% | +6.6% | -23.1% | -16.0% |
| 3M | +12.3% | +0.8% | +11.5% | +11.9% |
| 6M | +47.8% | -3.3% | +51.2% | +46.5% |
| YTD | +126.7% | +2.7% | +124.0% | +124.2% |
| 1Y | +105.4% | -4.0% | +109.4% | +101.1% |
| All | +105.4% | -2.8% | +108.2% | +101.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling