+48.2%
CSX vs VLO
+412.5%
-364.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -2.0% | -3.2% |
| 7D | -5.5% | -13.3% | +7.8% | -3.5% |
| 30D | +4.9% | -18.3% | +23.2% | +7.9% |
| 3M | -2.9% | +14.3% | -17.2% | -5.7% |
| 6M | +8.3% | +47.6% | -39.3% | +0.4% |
| YTD | +36.7% | +116.0% | -79.2% | +16.7% |
| 1Y | +41.5% | +101.0% | -59.5% | +22.3% |
| 3Y | +68.6% | +199.0% | -130.4% | +32.2% |
| All | +48.2% | +412.5% | -364.3% | +5.2% |
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 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