+119.3%
CSX vs QS
-53.6%
+172.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.8% | -4.0% | +2.5% |
| 7D | -2.2% | +13.7% | -15.9% | -2.7% |
| 30D | +6.8% | -0.2% | +7.0% | +6.8% |
| 3M | +0.7% | -24.8% | +25.5% | +1.6% |
| 6M | +13.3% | -39.4% | +52.6% | +14.7% |
| YTD | +40.5% | -56.1% | +96.7% | +43.7% |
| 1Y | +44.7% | -72.5% | +117.2% | +50.2% |
| 3Y | +74.5% | -16.3% | +90.8% | +69.4% |
| 5Y | +52.0% | -87.6% | +139.6% | +49.3% |
| All | +119.3% | -53.6% | +172.9% | +127.0% |
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