+71.4%
CSX vs BROS
+43.3%
+28.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.1% | +0.8% |
| 7D | -3.4% | -6.7% | +3.3% | -2.9% |
| 30D | -3.1% | -29.1% | +26.0% | -0.8% |
| 3M | +7.2% | -16.7% | +23.9% | +8.2% |
| 6M | +16.2% | -11.6% | +27.8% | +16.5% |
| YTD | +37.5% | -23.9% | +61.5% | +39.3% |
| 1Y | +53.2% | -34.8% | +88.0% | +56.6% |
| 3Y | +68.2% | +62.1% | +6.2% | +57.4% |
| All | +71.4% | +43.3% | +28.1% | +63.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling