+418.4%
CSX vs VLO
+779.3%
-360.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.1% | +0.2% |
| 7D | +3.1% | +6.8% | -3.7% | +1.4% |
| 30D | +9.7% | -17.9% | +27.6% | +14.7% |
| 3M | +4.9% | +13.5% | -8.6% | +0.7% |
| 6M | +18.4% | +53.0% | -34.7% | +4.8% |
| YTD | +45.9% | +133.7% | -87.9% | +13.9% |
| 1Y | +50.0% | +115.7% | -65.7% | +19.5% |
| 3Y | +78.0% | +231.9% | -153.9% | +22.8% |
| 5Y | +59.2% | +471.6% | -412.4% | -10.8% |
| All | +418.4% | +779.3% | -360.9% | +154.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling