Chase can’t believe the Bengals are 4-6.

After a fourth quarter two-point conversion attempt for the lead was unsuccessful in controversial fashion, the Cincinnati Bengals were defeated by the division-rival Baltimore Ravens 35-34 despite four touchdown passes from quarterback Joe Burrow and 264 receiving yards and three scores from wide receiver Ja’Marr Chase on Thursday.

The loss dropped Cincinnati to 4-6. And Chase, speaking to reporters after the game, had a hard time believing that the Bengals are two games under .500 this season, given his—and Burrow’s—high level of play.

“Yeah it’s crazy to say that,” Chase said. “I would never in a million years expect me to play this well and he play this well and we still have a record like this.”

Burrow ranks among the top-five passers in the league in yards, touchdowns and QBR. Likewise for Chase in receptions, receiving yards and touchdowns, though it should be noted that the rest of the league has yet to play Week 10. And it’s not just Burrow and Chase. Defensive end Trey Hendrickson currently leads the NFL in sacks. Chase’s point is clear.

When a team’s best players are playing this well, success almost always follows. Almost always.

“Yeah, I mean, if you look at how we’re playing, and then you look at Trey Hendrickson, how he’s playing … Yeah it’s a tough pill to swallow,” Burrow said. “But we’ve had our opportunities. Obviously, it’s tough when you feel like you’re playing well enough to win and you’re not but there’s always more to do.”

Including Thursday’s game, Cincinnati has carried a lead into the locker room at halftime in six games this season. The Bengals are a middling 3-3 in those contests. Of Cincinnati’s six losses, four have been by five points or fewer.

Regardless of the reason for the close games and tough losses, Chase knows that the Bengals, currently on the outside looking in at the AFC playoff picture, need to find a way to turn things around.

“We done had some tough losses this year,” Chase said. “All close games. I think we just gotta find a way to finish. Every loss we had, we didn’t finish. We just gotta find some type of way to finish.”

The Bengals travel to Los Angeles to take on the 5-3 Chargers in Week 11.