+33,946.5%
VLO vs CMS
+473.2%
+33,473.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | -9.5% | +0.5% | -10.0% | -9.7% |
| 30D | -19.1% | +7.4% | -26.6% | -21.0% |
| 3M | +11.4% | +1.9% | +9.5% | +10.6% |
| 6M | +46.7% | -2.3% | +49.1% | +47.2% |
| YTD | +118.6% | +3.0% | +115.7% | +115.1% |
| 1Y | +99.9% | -2.8% | +102.7% | +100.2% |
| 3Y | +210.5% | +37.9% | +172.6% | +175.1% |
| 5Y | +432.7% | +34.0% | +398.7% | +369.8% |
| 10Y | +717.1% | +138.1% | +579.0% | +496.1% |
| All | +33,946.5% | +473.2% | +33,473.4% | +17,197.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling