+43.0%
CSX vs Q
+56.5%
-13.5%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.4% | +5.0% | -1.8% |
| 7D | -2.7% | -10.3% | +7.6% | -1.9% |
| 30D | +7.0% | -17.7% | +24.7% | +8.7% |
| 3M | -0.3% | -18.8% | +18.5% | +1.3% |
| 6M | +13.5% | -24.8% | +38.3% | +15.1% |
| YTD | +41.5% | +35.0% | +6.5% | +32.0% |
| 1Y | +45.8% | +10.7% | +35.1% | +37.0% |
| All | +43.0% | +56.5% | -13.5% | +34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling