-7.6%
CTSH vs VLO
+120.8%
-128.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -5.8% | +8.8% | +3.3% |
| 7D | -0.9% | -6.0% | +5.1% | -0.7% |
| 30D | +13.1% | -12.9% | +26.0% | +13.6% |
| 3M | +17.9% | +18.3% | -0.5% | +18.2% |
| 6M | +28.5% | +46.4% | -18.0% | +28.1% |
| YTD | -19.3% | +127.7% | -147.1% | -17.4% |
| 1Y | -7.6% | +120.6% | -128.2% | -5.4% |
| All | -7.6% | +120.8% | -128.4% | -5.4% |
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 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