+67.8%
CSX vs VLO
+567.8%
-500.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.8% | +0.9% |
| 7D | -3.4% | +5.2% | -8.6% | -4.2% |
| 30D | -3.1% | +22.6% | -25.7% | -6.4% |
| 3M | +7.2% | +43.8% | -36.6% | +0.5% |
| 6M | +16.2% | +65.7% | -49.6% | +5.6% |
| YTD | +37.5% | +131.1% | -93.6% | +16.8% |
| 1Y | +53.2% | +143.6% | -90.4% | +28.3% |
| 3Y | +68.2% | +201.4% | -133.1% | +32.6% |
| All | +67.8% | +567.8% | -500.0% | +13.1% |
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