+1,852.6%
CSX vs QID
-100.0%
+1,952.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +0.7% |
| 7D | -3.4% | -0.6% | -2.8% | -3.6% |
| 30D | -3.1% | 0.0% | -3.1% | -3.0% |
| 3M | +7.2% | +3.7% | +3.4% | +9.8% |
| 6M | +16.2% | -29.9% | +46.0% | +1.6% |
| YTD | +37.5% | -28.8% | +66.3% | +21.4% |
| 1Y | +53.2% | -37.2% | +90.4% | +28.9% |
| 3Y | +68.2% | -73.7% | +142.0% | +4.3% |
| 5Y | +65.2% | -80.7% | +146.0% | +2.9% |
| 10Y | +504.1% | -99.1% | +603.3% | +8.0% |
| All | +1,852.6% | -100.0% | +1,952.6% | -12.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling