+25.9%
CSCO vs VLO
+117.8%
-91.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.3% | -7.5% | -6.4% |
| 7D | +1.9% | +9.6% | -7.7% | +0.6% |
| 30D | -15.8% | -17.4% | +1.5% | -14.2% |
| 3M | -15.4% | +10.8% | -26.2% | -16.9% |
| 6M | -5.4% | +56.9% | -62.3% | -12.1% |
| YTD | +26.5% | +136.8% | -110.3% | +10.5% |
| 1Y | +25.9% | +120.7% | -94.8% | +11.8% |
| All | +25.9% | +117.8% | -91.9% | +11.8% |
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