+420.0%
VLO vs CMS
+32.6%
+387.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.8% | -1.1% |
| 7D | -13.3% | -1.3% | -12.0% | -13.2% |
| 30D | -18.3% | +6.3% | -24.6% | -19.0% |
| 3M | +14.3% | -2.1% | +16.4% | +14.5% |
| 6M | +47.6% | -5.1% | +52.7% | +48.3% |
| YTD | +116.0% | +1.3% | +114.7% | +114.3% |
| 1Y | +101.0% | -1.4% | +102.4% | +100.3% |
| 3Y | +199.0% | +36.9% | +162.1% | +178.5% |
| All | +420.0% | +32.6% | +387.4% | +386.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling