+427.3%
CSX vs QLD
+1,375.1%
-947.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.5% | -5.9% | -4.1% |
| 7D | -5.5% | -10.3% | +4.7% | -2.6% |
| 30D | +4.9% | -26.1% | +31.0% | +14.4% |
| 3M | -2.9% | -17.8% | +14.9% | +2.1% |
| 6M | +8.3% | -15.6% | +23.9% | +11.3% |
| YTD | +36.7% | +5.4% | +31.4% | +29.8% |
| 1Y | +41.5% | +5.2% | +36.3% | +34.0% |
| 3Y | +68.6% | +139.4% | -70.8% | +14.1% |
| 5Y | +48.4% | +66.7% | -18.3% | +6.8% |
| All | +427.3% | +1,375.1% | -947.8% | +54.4% |
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