+418.4%
CSX vs RMBS
+555.1%
-136.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.4% | +1.0% |
| 7D | +3.1% | +21.9% | -18.9% | -0.7% |
| 30D | +9.7% | -13.4% | +23.2% | +11.8% |
| 3M | +4.9% | -15.9% | +20.8% | +6.8% |
| 6M | +18.4% | -34.8% | +53.1% | +23.9% |
| YTD | +45.9% | -7.5% | +53.4% | +36.1% |
| 1Y | +50.0% | -16.9% | +66.8% | +42.7% |
| 3Y | +78.0% | +35.5% | +42.5% | +35.2% |
| 5Y | +59.2% | +254.2% | -195.0% | -22.3% |
| All | +418.4% | +555.1% | -136.7% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 10y: compounded portfolio wealth divided by compounded RMBS 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…
10y analysis · Full analysis span regression · 6 months rolling