+47.1%
CSX vs BRO
-3.8%
+50.9%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.2% | -1.6% | +2.3% |
| 7D | +0.1% | +12.2% | -12.0% | -0.6% |
| 30D | +9.7% | +21.3% | -11.5% | +8.9% |
| 3M | +2.3% | +4.1% | -1.8% | +2.0% |
| 6M | +17.1% | +28.9% | -11.8% | +16.0% |
| YTD | +44.9% | -6.6% | +51.5% | +45.4% |
| 1Y | +47.1% | -5.6% | +52.6% | +47.8% |
| All | +47.1% | -3.8% | +50.9% | +47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 1y: compounded portfolio wealth divided by compounded BRO 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…
1y analysis · Full analysis span regression · 6 months rolling