+1,146.8%
CIEN vs VLO
+790.8%
+356.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.3% | -5.9% | -4.9% |
| 7D | +15.3% | +9.6% | +5.6% | +13.1% |
| 30D | -22.0% | -17.4% | -4.6% | -18.8% |
| 3M | -36.6% | +10.8% | -47.4% | -38.1% |
| 6M | -51.5% | +56.9% | -108.4% | -56.1% |
| YTD | +20.0% | +136.8% | -116.8% | -2.7% |
| 1Y | +44.5% | +120.7% | -76.2% | +19.1% |
| 3Y | +539.0% | +231.9% | +307.1% | +368.7% |
| 5Y | +356.8% | +479.0% | -122.2% | +183.0% |
| All | +1,146.8% | +790.8% | +356.1% | +445.5% |
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