+138.0%
CSX vs REPL
-6.0%
+144.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +0.9% |
| 7D | -3.4% | -3.0% | -0.4% | -3.3% |
| 30D | -3.1% | +27.1% | -30.2% | -3.9% |
| 3M | +7.2% | +52.4% | -45.2% | +4.1% |
| 6M | +16.2% | +107.4% | -91.3% | +7.7% |
| YTD | +37.5% | +54.7% | -17.2% | +28.9% |
| 1Y | +53.2% | +158.9% | -105.6% | +37.3% |
| 3Y | +68.2% | -23.7% | +92.0% | +46.3% |
| 5Y | +65.2% | -54.3% | +119.6% | +46.8% |
| All | +138.0% | -6.0% | +144.0% | +70.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling