+37.8%
CTSH vs VLO
+791.1%
-753.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.0% | -4.7% | -2.4% |
| 7D | -2.3% | -6.5% | +4.2% | -0.9% |
| 30D | +7.4% | -17.8% | +25.2% | +12.0% |
| 3M | +10.9% | +19.6% | -8.7% | +5.9% |
| 6M | +24.7% | +49.3% | -24.6% | +12.5% |
| YTD | -22.0% | +122.4% | -144.4% | -36.6% |
| 1Y | -11.2% | +107.4% | -118.6% | -26.7% |
| 3Y | +3.9% | +223.1% | -219.2% | -25.0% |
| 5Y | -13.9% | +432.2% | -446.2% | -48.0% |
| 10Y | +37.8% | +743.6% | -705.9% | -34.6% |
| All | +37.8% | +791.1% | -753.3% | -34.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling