+9,772.3%
CSX vs VLO
+35,889.1%
-26,116.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.8% | +0.9% |
| 7D | -3.4% | +5.2% | -8.6% | -4.6% |
| 30D | -3.1% | +22.6% | -25.7% | -8.0% |
| 3M | +7.2% | +43.8% | -36.6% | -2.4% |
| 6M | +16.2% | +65.7% | -49.6% | +1.2% |
| YTD | +37.5% | +131.1% | -93.6% | +9.8% |
| 1Y | +53.2% | +143.6% | -90.4% | +20.2% |
| 3Y | +68.2% | +201.4% | -133.1% | +22.5% |
| 5Y | +65.2% | +568.9% | -503.7% | -5.6% |
| 10Y | +504.1% | +891.8% | -387.7% | +190.4% |
| All | +9,772.3% | +35,889.1% | -26,116.8% | +2,204.2% |
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