+53.6%
CSX vs REPL
-40.1%
+93.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +0.9% | -2.3% |
| 7D | -2.7% | +15.1% | -17.8% | -2.9% |
| 30D | +7.0% | +51.1% | -44.1% | +6.4% |
| 3M | -0.3% | +69.2% | -69.5% | -1.1% |
| 6M | +13.5% | +597.6% | -584.0% | +8.8% |
| YTD | +41.5% | +106.0% | -64.5% | +36.9% |
| 1Y | +45.8% | +133.3% | -87.6% | +40.7% |
| 3Y | +74.4% | +41.0% | +33.4% | +60.3% |
| 5Y | +53.6% | -40.1% | +93.8% | +48.6% |
| All | +53.6% | -40.1% | +93.7% | +48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling