+3,074.0%
CSX vs RMBS
+1,260.2%
+1,813.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +0.7% | -8.4% | +9.1% | +1.4% |
| 30D | +8.1% | -24.9% | +32.9% | +10.8% |
| 3M | +2.2% | -15.8% | +18.0% | +3.2% |
| 6M | +14.6% | -37.5% | +52.1% | +18.2% |
| YTD | +42.2% | -12.1% | +54.3% | +39.3% |
| 1Y | +47.3% | -27.0% | +74.3% | +46.9% |
| 3Y | +73.5% | +28.8% | +44.7% | +57.2% |
| 5Y | +54.1% | +236.2% | -182.1% | +24.2% |
| 10Y | +409.0% | +546.6% | -137.6% | +280.0% |
| All | +3,074.0% | +1,260.2% | +1,813.8% | +1,676.8% |
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 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