+41.5%
CSX vs QLD
+1.8%
+39.7%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.5% | -5.9% | -3.5% |
| 7D | -5.5% | -10.3% | +4.7% | -4.8% |
| 30D | +4.9% | -26.1% | +31.0% | +7.0% |
| 3M | -2.9% | -17.8% | +14.9% | -1.9% |
| 6M | +8.3% | -15.6% | +23.9% | +7.8% |
| YTD | +36.7% | +5.4% | +31.4% | +28.1% |
| 1Y | +41.5% | +5.2% | +36.3% | +32.3% |
| All | +41.5% | +1.8% | +39.7% | +32.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling