+490.1%
CSX vs VLO
+885.7%
-395.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.8% | +0.9% |
| 7D | -3.4% | +5.2% | -8.6% | -4.6% |
| 30D | -3.1% | +22.6% | -25.7% | -8.1% |
| 3M | +7.2% | +43.8% | -36.6% | -2.8% |
| 6M | +16.2% | +65.7% | -49.6% | +0.6% |
| YTD | +37.5% | +131.1% | -93.6% | +8.4% |
| 1Y | +53.2% | +143.6% | -90.4% | +18.4% |
| 3Y | +68.2% | +201.4% | -133.1% | +19.6% |
| 5Y | +65.2% | +568.9% | -503.7% | -11.8% |
| All | +490.1% | +885.7% | -395.6% | +164.3% |
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