+88.8%
CSCO vs VLO
+412.5%
-323.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.7% |
| 7D | -10.2% | -13.3% | +3.1% | -8.3% |
| 30D | -20.1% | -18.3% | -1.7% | -17.7% |
| 3M | -22.1% | +14.3% | -36.4% | -24.0% |
| 6M | +3.2% | +47.6% | -44.4% | -3.6% |
| YTD | +24.1% | +116.0% | -91.9% | +8.7% |
| 1Y | +34.6% | +101.0% | -66.5% | +19.1% |
| 3Y | +90.0% | +199.0% | -109.0% | +55.0% |
| All | +88.8% | +412.5% | -323.7% | +39.8% |
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 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