+53.6%
CSX vs RBA
+48.6%
+5.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.3% |
| 7D | -2.7% | +7.3% | -10.0% | -4.2% |
| 30D | +7.0% | +16.9% | -9.9% | +3.3% |
| 3M | -0.3% | -0.5% | +0.2% | -0.4% |
| 6M | +13.5% | -10.4% | +24.0% | +15.2% |
| YTD | +41.5% | -7.2% | +48.7% | +41.8% |
| 1Y | +45.8% | -2.2% | +48.0% | +44.1% |
| 3Y | +74.4% | +43.7% | +30.7% | +54.9% |
| 5Y | +53.6% | +38.7% | +14.9% | +42.4% |
| All | +53.6% | +48.6% | +5.0% | +42.4% |
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