+70.4%
CSX vs BROS
+3.9%
+66.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.3% | -1.1% | -3.2% |
| 7D | -5.5% | -21.2% | +15.7% | -4.0% |
| 30D | +4.9% | -11.6% | +16.5% | +5.7% |
| 3M | -2.9% | -36.7% | +33.8% | +0.2% |
| 6M | +8.3% | -42.8% | +51.2% | +12.2% |
| YTD | +36.7% | -44.8% | +81.6% | +41.5% |
| 1Y | +41.5% | -36.5% | +78.0% | +44.8% |
| 3Y | +68.6% | +27.0% | +41.7% | +60.4% |
| 5Y | +48.4% | -50.3% | +98.8% | +43.0% |
| All | +70.4% | +3.9% | +66.5% | +66.4% |
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