+1,918.6%
CSX vs QID
-100.0%
+2,018.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +1.7% |
| 7D | +0.7% | +1.8% | -1.1% | +1.9% |
| 30D | +8.1% | +21.6% | -13.5% | +17.8% |
| 3M | +2.2% | +12.6% | -10.4% | +8.0% |
| 6M | +14.6% | +6.9% | +7.7% | +19.5% |
| YTD | +42.2% | -20.5% | +62.7% | +32.0% |
| 1Y | +47.3% | -18.1% | +65.4% | +39.0% |
| 3Y | +73.5% | -70.7% | +144.2% | +12.5% |
| 5Y | +54.1% | -77.2% | +131.3% | +3.3% |
| 10Y | +409.0% | -99.0% | +508.0% | -5.1% |
| All | +1,918.6% | -100.0% | +2,018.6% | -4.3% |
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