-7.7%
CTSH vs VLO
+199.9%
-207.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | -2.7% | +5.2% | -7.9% | -3.4% |
| 30D | +12.4% | +22.6% | -10.2% | +9.0% |
| 3M | +17.4% | +43.8% | -26.4% | +10.8% |
| 6M | -3.1% | +65.7% | -68.8% | -11.1% |
| YTD | -23.6% | +131.1% | -154.7% | -34.2% |
| 1Y | -10.8% | +143.6% | -154.5% | -24.4% |
| All | -7.7% | +199.9% | -207.6% | -29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling