+10,105.9%
CSX vs VLO
+33,946.6%
-23,840.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.6% |
| 7D | +0.7% | -9.5% | +10.2% | +3.1% |
| 30D | +8.1% | -19.1% | +27.2% | +13.4% |
| 3M | +2.2% | +11.4% | -9.2% | -1.3% |
| 6M | +14.6% | +46.7% | -32.1% | +2.9% |
| YTD | +42.2% | +118.6% | -76.4% | +14.3% |
| 1Y | +47.3% | +99.9% | -52.6% | +20.9% |
| 3Y | +73.5% | +210.5% | -136.9% | +24.8% |
| 5Y | +54.1% | +432.7% | -378.6% | -7.1% |
| 10Y | +409.0% | +717.1% | -308.1% | +155.0% |
| All | +10,105.9% | +33,946.6% | -23,840.6% | +2,298.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling