+76.3%
CSX vs BROS
+6.4%
+69.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -21.4% | +19.1% | -0.7% |
| 7D | -2.7% | -21.4% | +18.7% | -1.1% |
| 30D | +7.0% | -11.5% | +18.5% | +7.7% |
| 3M | -0.3% | -47.4% | +47.1% | +4.1% |
| 6M | +13.5% | -39.5% | +53.1% | +17.1% |
| YTD | +41.5% | -43.5% | +85.0% | +46.2% |
| 1Y | +45.8% | -37.8% | +83.5% | +49.4% |
| 3Y | +74.4% | +30.5% | +43.9% | +65.5% |
| 5Y | +53.6% | -49.1% | +102.8% | +47.7% |
| All | +76.3% | +6.4% | +69.9% | +71.9% |
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