+50.0%
CSX vs VLO
+112.7%
-62.8%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.1% | +1.0% |
| 7D | +3.1% | +6.8% | -3.7% | +3.2% |
| 30D | +9.7% | -17.9% | +27.6% | +9.1% |
| 3M | +4.9% | +13.5% | -8.6% | +4.8% |
| 6M | +18.4% | +53.0% | -34.7% | +18.6% |
| YTD | +45.9% | +133.7% | -87.9% | +43.2% |
| 1Y | +50.0% | +115.7% | -65.7% | +48.5% |
| All | +50.0% | +112.7% | -62.8% | +48.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling