+65.5%
CSCO vs VLO
+146.5%
-81.0%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.3% | -0.3% |
| 7D | -0.5% | +5.8% | -6.3% | -1.1% |
| 30D | -10.1% | +28.3% | -38.4% | -12.5% |
| 3M | -11.7% | +48.7% | -60.5% | -15.7% |
| 6M | +40.1% | +71.9% | -31.8% | +31.0% |
| YTD | +43.8% | +138.7% | -94.9% | +32.3% |
| All | +65.5% | +146.5% | -81.0% | +52.7% |
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