+409.0%
CSX vs RBA
+225.5%
+183.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | +0.7% | +3.2% | -2.5% | -0.2% |
| 30D | +8.1% | +12.0% | -3.9% | +4.4% |
| 3M | +2.2% | +2.9% | -0.7% | +1.0% |
| 6M | +14.6% | -6.3% | +20.9% | +15.4% |
| YTD | +42.2% | -5.9% | +48.1% | +42.2% |
| 1Y | +47.3% | -3.9% | +51.2% | +46.2% |
| 3Y | +73.5% | +64.9% | +8.6% | +42.0% |
| 5Y | +54.1% | +48.5% | +5.6% | +26.9% |
| 10Y | +409.0% | +211.8% | +197.2% | +187.2% |
| All | +409.0% | +225.5% | +183.5% | +187.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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