+47.1%
CSX vs QID
-21.1%
+68.2%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.5% | +2.5% |
| 7D | +0.1% | +9.8% | -9.7% | +0.6% |
| 30D | +9.7% | +18.9% | -9.2% | +11.0% |
| 3M | +2.3% | +9.6% | -7.3% | +2.8% |
| 6M | +17.1% | -7.8% | +24.9% | +14.6% |
| YTD | +44.9% | -23.3% | +68.2% | +35.7% |
| 1Y | +47.1% | -22.0% | +69.1% | +38.4% |
| All | +47.1% | -21.1% | +68.2% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 1y: compounded portfolio wealth divided by compounded QID 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…
1y analysis · Full analysis span regression · 6 months rolling