+487.4%
CSX vs BRKR
+155.3%
+332.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.1% |
| 7D | -0.9% | -8.7% | +7.7% | +1.2% |
| 30D | -2.0% | -9.9% | +7.9% | +0.4% |
| 3M | +3.6% | -3.1% | +6.7% | +2.4% |
| 6M | +22.0% | +45.5% | -23.4% | +6.0% |
| YTD | +36.3% | +13.7% | +22.6% | +25.9% |
| 1Y | +50.9% | +67.4% | -16.5% | +22.7% |
| 3Y | +69.2% | -13.2% | +82.4% | +58.3% |
| 5Y | +69.2% | -39.5% | +108.7% | +75.9% |
| All | +487.4% | +155.3% | +332.1% | +267.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 10y: compounded portfolio wealth divided by compounded BRKR 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…
10y analysis · Full analysis span regression · 6 months rolling