+35,889.1%
VLO vs CMS
+457.8%
+35,431.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +5.2% | +0.4% | +4.8% | +5.1% |
| 30D | +22.6% | -3.6% | +26.2% | +23.9% |
| 3M | +43.8% | -1.9% | +45.7% | +44.2% |
| 6M | +65.7% | -11.0% | +76.7% | +71.1% |
| YTD | +131.1% | +0.2% | +130.9% | +129.5% |
| 1Y | +143.6% | -1.3% | +144.9% | +142.7% |
| 3Y | +201.4% | +35.9% | +165.4% | +168.1% |
| 5Y | +568.9% | +23.1% | +545.8% | +505.7% |
| 10Y | +891.8% | +117.9% | +773.9% | +643.2% |
| All | +35,889.1% | +457.8% | +35,431.3% | +18,355.5% |
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 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