+1,431.9%
CIEN vs VLO
+933.4%
+498.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | +5.4% | +4.0% | +1.4% | +4.5% |
| 30D | -13.7% | +19.0% | -32.7% | -16.8% |
| 3M | -23.0% | +50.0% | -73.0% | -29.6% |
| 6M | -0.8% | +79.1% | -80.0% | -13.4% |
| YTD | +43.1% | +140.3% | -97.2% | +15.8% |
| 1Y | +157.6% | +148.3% | +9.3% | +106.7% |
| 3Y | +593.8% | +194.6% | +399.2% | +423.0% |
| 5Y | +520.6% | +609.6% | -89.0% | +263.5% |
| All | +1,431.9% | +933.4% | +498.4% | +581.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 VLO 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