+78.3%
CSX vs QS
-32.2%
+110.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.2% | +4.5% | -0.4% |
| 7D | +6.0% | -14.0% | +20.0% | +6.6% |
| 30D | +7.8% | -6.4% | +14.2% | +8.0% |
| 3M | +4.1% | -40.3% | +44.4% | +6.1% |
| 6M | +17.9% | -57.5% | +75.4% | +21.6% |
| YTD | +44.9% | -64.7% | +109.6% | +50.1% |
| 1Y | +51.1% | -72.9% | +124.0% | +58.3% |
| 3Y | +78.3% | -33.5% | +111.7% | +70.0% |
| All | +78.3% | -32.2% | +110.5% | +70.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling