+50.3%
CSX vs BROS
-38.0%
+88.2%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.7% |
| 7D | -0.3% | -20.4% | +20.1% | +1.8% |
| 30D | +8.7% | -6.1% | +14.8% | +9.0% |
| 3M | +4.2% | -29.4% | +33.6% | +7.6% |
| 6M | +16.7% | -31.5% | +48.2% | +19.0% |
| YTD | +44.5% | -42.8% | +87.3% | +50.6% |
| 1Y | +50.3% | -37.5% | +87.8% | +52.8% |
| All | +50.3% | -38.0% | +88.2% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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