+504.6%
CSX vs QLD
+1,646.9%
-1,142.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.5% | +0.8% |
| 7D | -3.4% | +0.6% | -3.9% | -3.5% |
| 30D | -3.1% | -0.1% | -2.9% | -3.1% |
| 3M | +7.2% | -8.4% | +15.5% | +8.8% |
| 6M | +16.2% | +32.2% | -16.0% | +4.1% |
| YTD | +37.5% | +28.9% | +8.6% | +23.9% |
| 1Y | +53.2% | +43.8% | +9.4% | +32.2% |
| 3Y | +68.2% | +176.6% | -108.4% | +9.7% |
| 5Y | +65.2% | +121.6% | -56.3% | +8.7% |
| All | +504.6% | +1,646.9% | -1,142.3% | +53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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