+427.3%
CSX vs RBA
+224.6%
+202.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.3% | -2.0% | -3.0% |
| 7D | -5.5% | +4.3% | -9.8% | -6.7% |
| 30D | +4.9% | +16.3% | -11.4% | +0.2% |
| 3M | -2.9% | +1.3% | -4.2% | -3.5% |
| 6M | +8.3% | -11.1% | +19.4% | +10.8% |
| YTD | +36.7% | -8.5% | +45.2% | +37.8% |
| 1Y | +41.5% | -2.1% | +43.6% | +39.5% |
| 3Y | +68.6% | +44.6% | +24.1% | +43.4% |
| 5Y | +48.4% | +36.8% | +11.6% | +25.6% |
| All | +427.3% | +224.6% | +202.7% | +192.0% |
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