-33.8%
CMCSA vs VLO
+192.7%
-226.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.5% |
| 7D | -5.6% | +4.0% | -9.5% | -6.1% |
| 30D | -1.9% | +19.0% | -20.9% | -4.4% |
| 3M | +6.4% | +50.0% | -43.5% | 0.0% |
| 6M | -16.9% | +79.1% | -96.1% | -24.9% |
| YTD | -6.8% | +140.3% | -147.1% | -20.7% |
| 1Y | -15.9% | +148.3% | -164.2% | -29.3% |
| All | -33.8% | +192.7% | -226.5% | -49.5% |
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