+55.0%
CSX vs BRO
-27.9%
+82.8%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.4% |
| 7D | +0.1% | -8.6% | +8.7% | +0.5% |
| 30D | -1.5% | -6.9% | +5.4% | -1.2% |
| 3M | +6.0% | +10.5% | -4.5% | +5.5% |
| 6M | +20.6% | -2.8% | +23.3% | +20.8% |
| YTD | +36.5% | -16.1% | +52.7% | +38.5% |
| 1Y | +55.0% | -27.6% | +82.6% | +60.6% |
| All | +55.0% | -27.9% | +82.8% | +60.6% |
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