+113.3%
CSCO vs VLO
+567.8%
-454.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -0.7% | +5.2% | -5.9% | -1.4% |
| 30D | -10.1% | +22.6% | -32.7% | -13.0% |
| 3M | -15.7% | +43.8% | -59.5% | -20.5% |
| 6M | +36.3% | +65.7% | -29.5% | +25.3% |
| YTD | +43.8% | +131.1% | -87.3% | +25.5% |
| 1Y | +63.9% | +143.6% | -79.7% | +41.5% |
| 3Y | +104.4% | +201.4% | -97.0% | +67.5% |
| All | +113.3% | +567.8% | -454.5% | +54.4% |
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