+125.5%
CSX vs QS
-57.3%
+182.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.4% | +7.0% | +1.8% |
| 7D | -0.3% | -5.0% | +4.7% | -0.1% |
| 30D | +8.7% | -1.4% | +10.1% | +8.7% |
| 3M | +4.2% | -33.6% | +37.8% | +5.6% |
| 6M | +16.7% | -47.6% | +64.2% | +18.8% |
| YTD | +44.5% | -59.6% | +104.1% | +48.1% |
| 1Y | +50.3% | -73.5% | +123.8% | +56.2% |
| 3Y | +76.3% | -23.0% | +99.3% | +71.6% |
| 5Y | +58.1% | -89.4% | +147.5% | +55.8% |
| All | +125.5% | -57.3% | +182.8% | +134.0% |
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