-11.2%
CTSH vs VLO
+106.3%
-117.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.7% | -4.6% | -1.0% |
| 7D | -2.1% | -0.4% | -1.6% | -2.0% |
| 30D | +8.0% | -16.6% | +24.5% | +8.7% |
| 3M | +10.6% | +12.3% | -1.7% | +10.8% |
| 6M | +32.5% | +47.8% | -15.3% | +31.5% |
| YTD | -21.0% | +126.7% | -147.7% | -20.8% |
| All | -11.2% | +106.3% | -117.6% | -10.2% |
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