+58.5%
CSX vs RBRK
+184.7%
-126.2%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +6.0% | +3.9% | +2.1% | +5.8% |
| 30D | +7.8% | -3.5% | +11.3% | +7.9% |
| 3M | +4.1% | +4.6% | -0.5% | +3.6% |
| 6M | +17.9% | +84.7% | -66.8% | +14.0% |
| YTD | +44.9% | +43.7% | +1.2% | +41.9% |
| 1Y | +51.1% | +55.8% | -4.7% | +46.8% |
| All | +58.5% | +184.7% | -126.2% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 3y: compounded portfolio wealth divided by compounded RBRK 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…
3y analysis · Full analysis span regression · 6 months rolling