+198,812.7%
CSCO vs VLO
+33,550.0%
+165,262.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.1% |
| 7D | -4.7% | -9.5% | +4.8% | -2.6% |
| 30D | -17.1% | -19.1% | +2.0% | -13.3% |
| 3M | -19.6% | +11.4% | -31.0% | -21.9% |
| 6M | +2.4% | +46.7% | -44.3% | -6.7% |
| YTD | +29.8% | +118.6% | -88.8% | +7.6% |
| 1Y | +38.7% | +99.9% | -61.2% | +17.1% |
| 3Y | +101.3% | +210.5% | -109.1% | +51.1% |
| 5Y | +94.8% | +432.7% | -337.8% | +25.0% |
| 10Y | +324.2% | +717.1% | -392.9% | +130.0% |
| All | +198,812.7% | +33,550.0% | +165,262.7% | +44,428.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling