+50.0%
CSX vs REPL
+142.3%
-92.4%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | 0.0% | +1.0% |
| 7D | +3.1% | +9.8% | -6.7% | +3.1% |
| 30D | +9.7% | +81.5% | -71.8% | +9.4% |
| 3M | +4.9% | +44.2% | -39.3% | +4.7% |
| 6M | +18.4% | +437.4% | -419.1% | +16.8% |
| YTD | +45.9% | +126.1% | -80.3% | +44.6% |
| 1Y | +50.0% | +143.1% | -93.2% | +46.5% |
| All | +50.0% | +142.3% | -92.4% | +46.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling