+69.2%
CSX vs BRKR
-11.8%
+80.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.2% |
| 7D | -0.9% | -8.7% | +7.7% | -0.1% |
| 30D | -2.0% | -9.9% | +7.9% | -1.1% |
| 3M | +3.6% | -3.1% | +6.7% | +3.1% |
| 6M | +22.0% | +45.5% | -23.4% | +14.9% |
| YTD | +36.3% | +13.7% | +22.6% | +31.8% |
| 1Y | +50.9% | +67.4% | -16.5% | +37.4% |
| 3Y | +69.2% | -13.2% | +82.4% | +63.5% |
| All | +69.2% | -11.8% | +80.9% | +63.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling