+427.3%
CSX vs QID
-99.0%
+526.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.5% | -0.8% | -4.1% |
| 7D | -5.5% | +9.4% | -14.9% | -2.6% |
| 30D | +4.9% | +31.2% | -26.3% | +14.5% |
| 3M | -2.9% | +17.4% | -20.3% | +2.5% |
| 6M | +8.3% | +8.4% | -0.1% | +12.3% |
| YTD | +36.7% | -15.8% | +52.5% | +31.5% |
| 1Y | +41.5% | -16.3% | +57.8% | +36.2% |
| 3Y | +68.6% | -70.4% | +139.0% | +21.1% |
| 5Y | +48.4% | -74.8% | +123.2% | +14.9% |
| All | +427.3% | -99.0% | +526.3% | +62.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling