+112.9%
CSX vs QS
-43.2%
+156.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -0.9% |
| 7D | +0.6% | +2.2% | -1.6% | +0.5% |
| 30D | -2.3% | -8.1% | +5.8% | -2.0% |
| 3M | +4.3% | -27.0% | +31.3% | +5.2% |
| 6M | +23.4% | -16.4% | +39.8% | +23.6% |
| YTD | +36.4% | -46.4% | +82.8% | +38.6% |
| 1Y | +53.0% | -41.1% | +94.1% | +54.1% |
| 3Y | +70.6% | -18.6% | +89.3% | +65.7% |
| 5Y | +65.5% | -73.0% | +138.5% | +61.4% |
| All | +112.9% | -43.2% | +156.1% | +119.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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