+190,098.4%
CSCO vs VLO
+33,141.3%
+156,957.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.7% |
| 7D | -10.2% | -13.3% | +3.1% | -7.4% |
| 30D | -20.1% | -18.3% | -1.7% | -16.7% |
| 3M | -22.1% | +14.3% | -36.4% | -24.8% |
| 6M | +3.2% | +47.6% | -44.4% | -6.1% |
| YTD | +24.1% | +116.0% | -91.9% | +3.1% |
| 1Y | +34.6% | +101.0% | -66.5% | +13.5% |
| 3Y | +90.0% | +199.0% | -109.0% | +43.7% |
| 5Y | +88.6% | +419.0% | -330.5% | +21.6% |
| 10Y | +316.5% | +778.2% | -461.7% | +122.2% |
| All | +190,098.4% | +33,141.3% | +156,957.1% | +42,583.6% |
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