+49.3%
CSX vs RBRK
+130.3%
-81.0%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +0.1% | -3.5% | +3.6% | +0.3% |
| 30D | -1.5% | -8.3% | +6.7% | -1.3% |
| 3M | +6.0% | +24.7% | -18.7% | +4.7% |
| 6M | +20.6% | +58.9% | -38.3% | +17.2% |
| YTD | +36.5% | +16.3% | +20.3% | +35.2% |
| 1Y | +55.0% | +10.1% | +44.8% | +53.5% |
| All | +49.3% | +130.3% | -81.0% | +37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling