+38.2%
CSX vs Q
+66.4%
-28.2%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +6.3% | -9.7% | -3.8% |
| 7D | -5.5% | +0.3% | -5.8% | -5.5% |
| 30D | +4.9% | -9.8% | +14.7% | +5.8% |
| 3M | -2.9% | -12.2% | +9.4% | -1.9% |
| 6M | +8.3% | -21.6% | +30.0% | +9.7% |
| YTD | +36.7% | +43.6% | -6.8% | +27.0% |
| 1Y | +41.5% | +25.7% | +15.8% | +31.8% |
| All | +38.2% | +66.4% | -28.2% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 10y: compounded portfolio wealth divided by compounded Q 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…
10y analysis · Full analysis span regression · 6 months rolling