-29.0%
CMCSA vs VLO
+213.9%
-242.9%
-47.2%
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% | +1.2% |
| 7D | +4.6% | -9.5% | +14.1% | +5.6% |
| 30D | +19.8% | -19.1% | +38.9% | +22.4% |
| 3M | -0.3% | +11.4% | -11.6% | -2.4% |
| 6M | +0.3% | +46.7% | -46.4% | -6.0% |
| YTD | -6.9% | +118.6% | -125.5% | -19.6% |
| 1Y | +2.6% | +99.9% | -97.3% | -9.9% |
| 3Y | -29.0% | +210.5% | -239.5% | -46.4% |
| All | -29.0% | +213.9% | -242.9% | -46.4% |
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