+128.6%
CIEN vs VLO
+14,661.6%
-14,533.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.7% | +5.1% | +7.5% |
| 7D | +8.7% | -0.4% | +9.2% | +9.2% |
| 30D | -26.9% | -16.6% | -10.3% | -22.1% |
| 3M | -23.6% | +12.3% | -35.9% | -26.8% |
| 6M | -49.1% | +47.8% | -96.9% | -56.0% |
| YTD | +26.6% | +126.7% | -100.1% | -8.1% |
| 1Y | +42.7% | +105.4% | -62.6% | +7.2% |
| 3Y | +570.8% | +222.0% | +348.9% | +314.9% |
| 5Y | +386.4% | +449.8% | -63.4% | +132.2% |
| 10Y | +1,261.7% | +754.3% | +507.4% | +364.1% |
| All | +128.6% | +14,661.6% | -14,533.0% | -80.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling