+146.1%
CSX vs REPL
+45.5%
+100.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.6% | -3.4% | +1.0% |
| 7D | +0.7% | +12.7% | -12.0% | +0.3% |
| 30D | +8.1% | +73.5% | -65.4% | +6.1% |
| 3M | +2.2% | +70.3% | -68.1% | +0.3% |
| 6M | +14.6% | +472.0% | -457.4% | +4.9% |
| YTD | +42.2% | +139.5% | -97.3% | +31.2% |
| 1Y | +47.3% | +167.3% | -120.0% | +35.3% |
| 3Y | +73.5% | +109.5% | -36.0% | +41.2% |
| 5Y | +54.1% | -29.9% | +84.0% | +35.2% |
| All | +146.1% | +45.5% | +100.6% | +73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling