+9,772.3%
CSX vs BRO
+27,561.0%
-17,788.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.4% | +1.2% |
| 7D | -3.4% | -2.6% | -0.8% | -2.8% |
| 30D | -3.1% | +0.9% | -4.0% | -3.4% |
| 3M | +7.2% | +24.8% | -17.6% | +1.0% |
| 6M | +16.2% | -0.1% | +16.2% | +15.2% |
| YTD | +37.5% | -9.7% | +47.3% | +39.6% |
| 1Y | +53.2% | -24.5% | +77.7% | +62.3% |
| 3Y | +68.2% | -1.6% | +69.9% | +65.3% |
| 5Y | +65.2% | +25.6% | +39.7% | +51.8% |
| 10Y | +504.1% | +309.8% | +194.3% | +332.1% |
| All | +9,772.3% | +27,561.0% | -17,788.8% | +5,353.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling