+67.8%
CSX vs QS
-75.2%
+143.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.8% |
| 7D | -3.4% | -2.3% | -1.1% | -3.2% |
| 30D | -3.1% | -0.7% | -2.4% | -3.1% |
| 3M | +7.2% | -39.6% | +46.8% | +10.0% |
| 6M | +16.2% | -21.7% | +37.9% | +17.0% |
| YTD | +37.5% | -47.4% | +85.0% | +41.7% |
| 1Y | +53.2% | -28.4% | +81.6% | +52.5% |
| 3Y | +68.2% | -22.6% | +90.8% | +58.2% |
| All | +67.8% | -75.2% | +143.0% | +60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling