+607.8%
CIEN vs VLO
+200.7%
+407.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.3% | +3.0% | +5.9% |
| 7D | -5.3% | +5.8% | -11.0% | -6.0% |
| 30D | -17.2% | +28.3% | -45.6% | -20.0% |
| 3M | -26.9% | +48.7% | -75.6% | -30.7% |
| 6M | +16.0% | +71.9% | -55.9% | +6.7% |
| YTD | +45.9% | +138.7% | -92.7% | +23.9% |
| 1Y | +186.8% | +148.5% | +38.3% | +140.6% |
| 3Y | +607.8% | +192.7% | +415.1% | +438.9% |
| All | +607.8% | +200.7% | +407.1% | +438.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling