+41.5%
CSX vs REPL
+152.6%
-111.1%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +8.0% | -11.4% | -3.4% |
| 7D | -5.5% | +22.8% | -28.3% | -5.6% |
| 30D | +4.9% | +63.8% | -58.9% | +4.7% |
| 3M | -2.9% | +68.1% | -71.0% | -3.1% |
| 6M | +8.3% | +528.5% | -520.1% | +6.6% |
| YTD | +36.7% | +122.4% | -85.7% | +34.6% |
| 1Y | +41.5% | +154.4% | -112.9% | +34.2% |
| All | +41.5% | +152.6% | -111.1% | +34.2% |
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