+65.1%
CSX vs BRO
+17.6%
+47.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -0.6% |
| 7D | -0.6% | -7.6% | +7.1% | +1.7% |
| 30D | -3.2% | -6.9% | +3.6% | -1.3% |
| 3M | +2.6% | +12.8% | -10.2% | -1.8% |
| 6M | +19.8% | -5.9% | +25.7% | +21.2% |
| YTD | +34.7% | -15.9% | +50.5% | +41.0% |
| 1Y | +52.1% | -28.1% | +80.3% | +68.4% |
| 3Y | +68.4% | -7.0% | +75.4% | +63.6% |
| 5Y | +65.1% | +18.0% | +47.1% | +38.6% |
| All | +65.1% | +17.6% | +47.5% | +38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling