+6.0%
CMCSA vs VLO
+933.4%
-927.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.5% |
| 7D | -5.6% | +4.0% | -9.5% | -6.3% |
| 30D | -1.9% | +19.0% | -20.9% | -5.3% |
| 3M | +6.4% | +50.0% | -43.5% | -2.2% |
| 6M | -16.9% | +79.1% | -96.1% | -26.9% |
| YTD | -6.8% | +140.3% | -147.1% | -23.1% |
| 1Y | -15.9% | +148.3% | -164.2% | -31.4% |
| 3Y | -33.4% | +194.6% | -228.1% | -48.7% |
| 5Y | -46.7% | +609.6% | -656.3% | -67.7% |
| All | +6.0% | +933.4% | -927.5% | -41.9% |
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 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