+5,057.7%
CSX vs BRKR
+172.5%
+4,885.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.1% |
| 7D | -0.9% | -8.7% | +7.7% | +0.4% |
| 30D | -2.0% | -9.9% | +7.9% | -0.6% |
| 3M | +3.6% | -3.1% | +6.7% | +3.1% |
| 6M | +22.0% | +45.5% | -23.4% | +13.4% |
| YTD | +36.3% | +13.7% | +22.6% | +30.8% |
| 1Y | +50.9% | +67.4% | -16.5% | +36.0% |
| 3Y | +69.2% | -13.2% | +82.4% | +64.1% |
| 5Y | +69.2% | -39.5% | +108.7% | +71.1% |
| 10Y | +503.9% | +153.5% | +350.4% | +397.2% |
| All | +5,057.7% | +172.5% | +4,885.2% | +3,280.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling