+48.2%
CSX vs RMBS
+208.7%
-160.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +7.0% | -10.3% | -4.1% |
| 7D | -5.5% | -12.0% | +6.4% | -4.5% |
| 30D | +4.9% | -33.1% | +38.1% | +9.0% |
| 3M | -2.9% | -23.7% | +20.8% | -0.9% |
| 6M | +8.3% | -42.7% | +51.0% | +12.9% |
| YTD | +36.7% | -18.9% | +55.6% | +33.0% |
| 1Y | +41.5% | -30.0% | +71.5% | +40.1% |
| 3Y | +68.6% | +28.8% | +39.8% | +42.1% |
| All | +48.2% | +208.7% | -160.5% | -8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling