+2,121.8%
CMCSA vs VLO
+36,299.7%
-34,177.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.1% | -4.0% | -1.5% |
| 7D | -0.6% | +6.8% | -7.4% | -2.0% |
| 30D | +18.8% | -17.9% | +36.6% | +23.4% |
| 3M | -1.1% | +13.5% | -14.7% | -4.5% |
| 6M | +2.5% | +53.0% | -50.5% | -7.7% |
| YTD | -6.7% | +133.7% | -140.5% | -24.2% |
| 1Y | 0.0% | +115.7% | -115.7% | -17.4% |
| 3Y | -28.9% | +231.9% | -260.8% | -47.7% |
| 5Y | -41.1% | +471.6% | -512.7% | -63.0% |
| 10Y | +4.5% | +780.7% | -776.2% | -45.2% |
| All | +2,121.8% | +36,299.7% | -34,177.9% | +356.9% |
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 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