+2,952.2%
CSX vs RMBS
+1,155.2%
+1,797.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.9% |
| 3M | -2.9% | -23.7% | +20.8% | -0.9% |
| 6M | +8.3% | -42.7% | +51.0% | +12.7% |
| YTD | +36.7% | -18.9% | +55.6% | +35.1% |
| 1Y | +41.5% | -30.0% | +71.5% | +41.7% |
| 3Y | +68.6% | +28.8% | +39.8% | +52.7% |
| 5Y | +48.4% | +210.5% | -162.1% | +20.6% |
| 10Y | +446.6% | +524.7% | -78.1% | +309.9% |
| All | +2,952.2% | +1,155.2% | +1,797.0% | +1,623.2% |
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