+57.2%
CSX vs QLD
+90.1%
-32.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.9% | +0.7% | +2.2% |
| 7D | +0.1% | -9.4% | +9.5% | +2.3% |
| 30D | +9.7% | -17.1% | +26.8% | +14.1% |
| 3M | +2.3% | -10.4% | +12.7% | +4.3% |
| 6M | +17.1% | +0.7% | +16.3% | +14.8% |
| YTD | +44.9% | +17.7% | +27.1% | +36.1% |
| 1Y | +47.1% | +14.7% | +32.4% | +38.7% |
| 3Y | +78.6% | +169.6% | -91.1% | +29.6% |
| 5Y | +57.2% | +86.7% | -29.4% | +15.5% |
| All | +57.2% | +90.1% | -32.9% | +15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling