+2,690.7%
CSX vs RBA
+4,072.3%
-1,381.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.1% | +0.6% | +2.0% |
| 7D | +0.1% | +12.7% | -12.5% | -3.4% |
| 30D | +9.7% | +15.5% | -5.8% | +5.1% |
| 3M | +2.3% | -14.0% | +16.3% | +6.1% |
| 6M | +17.1% | -8.8% | +25.9% | +18.9% |
| YTD | +44.9% | -6.9% | +51.8% | +45.5% |
| 1Y | +47.1% | -3.0% | +50.1% | +45.8% |
| 3Y | +78.6% | +44.2% | +34.4% | +54.3% |
| 5Y | +57.2% | +50.6% | +6.6% | +30.5% |
| 10Y | +479.2% | +232.8% | +246.4% | +263.0% |
| All | +2,690.7% | +4,072.3% | -1,381.6% | +860.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling