+10,056.0%
CSX vs VLO
+33,997.0%
-23,941.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.9% | +1.5% | -1.4% |
| 7D | -2.7% | -8.7% | +6.0% | -0.7% |
| 30D | +7.0% | -16.2% | +23.2% | +11.2% |
| 3M | -0.3% | +16.2% | -16.4% | -4.7% |
| 6M | +13.5% | +39.8% | -26.2% | +3.1% |
| YTD | +41.5% | +119.0% | -77.5% | +13.7% |
| 1Y | +45.8% | +110.8% | -65.1% | +18.0% |
| 3Y | +74.4% | +201.7% | -127.3% | +26.3% |
| 5Y | +53.6% | +426.2% | -372.6% | -7.1% |
| 10Y | +465.6% | +790.3% | -324.7% | +177.6% |
| All | +10,056.0% | +33,997.0% | -23,941.0% | +2,285.2% |
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 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