+136.6%
CSX vs REPL
+35.1%
+101.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +8.0% | -11.4% | -3.6% |
| 7D | -5.5% | +22.8% | -28.3% | -6.2% |
| 30D | +4.9% | +63.8% | -58.9% | +3.2% |
| 3M | -2.9% | +68.1% | -71.0% | -4.7% |
| 6M | +8.3% | +528.5% | -520.1% | -1.4% |
| YTD | +36.7% | +122.4% | -85.7% | +26.5% |
| 1Y | +41.5% | +154.4% | -112.9% | +30.1% |
| 3Y | +68.6% | +68.0% | +0.6% | +39.3% |
| 5Y | +48.4% | -35.4% | +83.8% | +30.6% |
| All | +136.6% | +35.1% | +101.5% | +67.3% |
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