+34,247.0%
CTSH vs VLO
+9,876.9%
+24,370.1%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | -2.7% | +5.2% | -7.9% | -4.1% |
| 30D | +12.4% | +22.6% | -10.2% | +6.0% |
| 3M | +17.4% | +43.8% | -26.4% | +5.5% |
| 6M | -3.1% | +65.7% | -68.8% | -16.9% |
| YTD | -23.6% | +131.1% | -154.7% | -40.6% |
| 1Y | -10.8% | +143.6% | -154.5% | -32.1% |
| 3Y | -8.3% | +201.4% | -209.7% | -36.0% |
| 5Y | -11.3% | +568.9% | -580.2% | -53.3% |
| 10Y | +22.6% | +891.8% | -869.2% | -48.5% |
| All | +34,247.0% | +9,876.9% | +24,370.1% | +6,784.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling