+482.4%
CSX vs RMBS
+543.2%
-60.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.2% |
| 7D | +0.6% | +3.0% | -2.3% | 0.0% |
| 30D | -2.3% | -14.4% | +12.2% | +0.6% |
| 3M | +4.3% | -42.8% | +47.1% | +15.0% |
| 6M | +23.4% | -1.4% | +24.8% | +17.3% |
| YTD | +36.4% | -5.4% | +41.8% | +28.6% |
| 1Y | +53.0% | +18.6% | +34.5% | +33.1% |
| 3Y | +70.6% | +57.3% | +13.4% | +24.2% |
| 5Y | +65.5% | +265.7% | -200.2% | -18.7% |
| 10Y | +482.4% | +546.0% | -63.7% | +100.8% |
| All | +482.4% | +543.2% | -60.8% | +100.8% |
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