+2,970.2%
CSX vs RMBS
+1,339.3%
+1,630.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.5% | +0.7% |
| 7D | -3.4% | -0.3% | -3.0% | -3.3% |
| 30D | -3.1% | -12.2% | +9.1% | -1.9% |
| 3M | +7.2% | -49.5% | +56.7% | +14.2% |
| 6M | +16.2% | -7.1% | +23.3% | +14.7% |
| YTD | +37.5% | -7.0% | +44.5% | +34.9% |
| 1Y | +53.2% | +13.3% | +39.9% | +45.9% |
| 3Y | +68.2% | +49.2% | +19.0% | +50.8% |
| 5Y | +65.2% | +250.0% | -184.7% | +33.6% |
| 10Y | +504.1% | +495.1% | +9.0% | +357.1% |
| All | +2,970.2% | +1,339.3% | +1,630.9% | +1,621.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling