-12.1%
CTSH vs VLO
+412.5%
-424.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.4% | -2.5% |
| 7D | -0.6% | -13.3% | +12.7% | +1.5% |
| 30D | +13.4% | -18.3% | +31.7% | +16.7% |
| 3M | +14.4% | +14.3% | +0.1% | +11.8% |
| 6M | +27.7% | +47.6% | -19.9% | +19.5% |
| YTD | -20.6% | +116.0% | -136.6% | -30.7% |
| 1Y | -9.1% | +101.0% | -110.1% | -19.8% |
| 3Y | +3.1% | +199.0% | -195.9% | -16.9% |
| All | -12.1% | +412.5% | -424.6% | -37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling