+488.5%
CSX vs BRO
+295.1%
+193.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | +0.1% | -8.6% | +8.7% | +4.4% |
| 30D | -1.5% | -6.9% | +5.4% | +1.7% |
| 3M | +6.0% | +10.5% | -4.5% | -0.3% |
| 6M | +20.6% | -2.8% | +23.3% | +20.2% |
| YTD | +36.5% | -16.1% | +52.7% | +46.0% |
| 1Y | +55.0% | -27.6% | +82.6% | +78.6% |
| 3Y | +70.8% | -7.3% | +78.1% | +63.4% |
| 5Y | +69.6% | +19.0% | +50.6% | +31.9% |
| All | +488.5% | +295.1% | +193.4% | +131.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling