-13.9%
CTSH vs VLO
+149.2%
-163.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.3% | -7.1% | -3.9% |
| 7D | -5.5% | +5.8% | -11.2% | -5.6% |
| 30D | +4.5% | +28.3% | -23.8% | +3.9% |
| 3M | +13.7% | +48.7% | -35.0% | +12.5% |
| 6M | -8.4% | +71.9% | -80.3% | -10.0% |
| YTD | -26.5% | +138.7% | -165.2% | -27.6% |
| 1Y | -13.9% | +148.5% | -162.4% | -16.1% |
| All | -13.9% | +149.2% | -163.2% | -16.1% |
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 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