+516.6%
CIEN vs VLO
+213.9%
+302.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.3% |
| 7D | -9.3% | -9.5% | +0.2% | -7.9% |
| 30D | -39.5% | -19.1% | -20.4% | -37.8% |
| 3M | -29.8% | +11.4% | -41.2% | -30.8% |
| 6M | -50.4% | +46.7% | -97.1% | -52.7% |
| YTD | +16.3% | +118.6% | -102.3% | +0.9% |
| 1Y | +30.4% | +99.9% | -69.5% | +15.7% |
| 3Y | +516.6% | +210.5% | +306.1% | +358.3% |
| All | +516.6% | +213.9% | +302.7% | +358.3% |
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 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