-48.2%
CMCSA vs VLO
+619.0%
-667.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +1.6% | -8.2% | -6.8% |
| 7D | -8.3% | +6.2% | -14.5% | -9.0% |
| 30D | -2.4% | +23.5% | -25.9% | -5.2% |
| 3M | +4.5% | +53.9% | -49.3% | -1.6% |
| 6M | -18.8% | +81.7% | -100.4% | -25.8% |
| YTD | -8.9% | +142.5% | -151.4% | -20.6% |
| 1Y | -18.3% | +145.4% | -163.7% | -29.1% |
| 3Y | -35.0% | +197.3% | -232.3% | -46.3% |
| 5Y | -48.2% | +614.6% | -662.7% | -65.0% |
| All | -48.2% | +619.0% | -667.2% | -65.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling