+67.8%
CSX vs RBA
+45.3%
+22.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.5% | +0.8% |
| 7D | -3.4% | -2.9% | -0.5% | -2.8% |
| 30D | -3.1% | -12.3% | +9.2% | -0.4% |
| 3M | +7.2% | -20.5% | +27.7% | +11.8% |
| 6M | +16.2% | -18.5% | +34.7% | +20.3% |
| YTD | +37.5% | -18.2% | +55.8% | +41.8% |
| 1Y | +53.2% | -27.5% | +80.7% | +62.3% |
| 3Y | +68.2% | +38.1% | +30.2% | +50.9% |
| All | +67.8% | +45.3% | +22.5% | +47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling