+113.4%
CSX vs QS
-56.5%
+170.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.1% | -7.5% | -3.5% |
| 7D | -5.5% | +5.4% | -10.9% | -5.7% |
| 30D | +4.9% | -5.3% | +10.2% | +5.1% |
| 3M | -2.9% | -22.6% | +19.8% | -2.1% |
| 6M | +8.3% | -46.2% | +54.5% | +10.2% |
| YTD | +36.7% | -58.9% | +95.7% | +40.1% |
| 1Y | +41.5% | -73.1% | +114.6% | +47.0% |
| 3Y | +68.6% | -27.2% | +95.8% | +64.5% |
| 5Y | +48.4% | -86.2% | +134.6% | +46.1% |
| All | +113.4% | -56.5% | +170.0% | +121.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling