+43.1%
CSCO vs VLO
+106.2%
-63.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.7% | -1.0% | +2.2% |
| 7D | -2.8% | -0.4% | -2.3% | -2.7% |
| 30D | -12.6% | -16.6% | +3.9% | -11.0% |
| 3M | -16.0% | +12.3% | -28.3% | -17.5% |
| 6M | +2.8% | +47.8% | -45.0% | -3.0% |
| YTD | +33.2% | +126.7% | -93.5% | +20.1% |
| 1Y | +43.1% | +105.4% | -62.3% | +30.6% |
| All | +43.1% | +106.2% | -63.1% | +30.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling