+73.5%
CSX vs BROS
+30.5%
+43.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.2% | +1.3% |
| 7D | +0.7% | -19.0% | +19.7% | +2.0% |
| 30D | +8.1% | -7.3% | +15.3% | +8.4% |
| 3M | +2.2% | -31.2% | +33.4% | +4.6% |
| 6M | +14.6% | -33.0% | +47.7% | +17.0% |
| YTD | +42.2% | -42.4% | +84.6% | +46.2% |
| 1Y | +47.3% | -37.7% | +85.1% | +50.6% |
| 3Y | +73.5% | +28.2% | +45.3% | +70.5% |
| All | +73.5% | +30.5% | +43.1% | +70.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling