+176.6%
CIEN vs VLO
+150.4%
+26.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -0.8% |
| 7D | -4.6% | +6.2% | -10.8% | -4.0% |
| 30D | -12.8% | +23.5% | -36.3% | -10.9% |
| 3M | -23.1% | +53.9% | -76.9% | -19.0% |
| 6M | +6.1% | +81.7% | -75.6% | +15.1% |
| YTD | +44.5% | +142.5% | -97.9% | +55.3% |
| 1Y | +176.6% | +145.4% | +31.2% | +199.3% |
| All | +176.6% | +150.4% | +26.2% | +199.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling