+418.4%
CSX vs QSR
+137.8%
+280.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.6% |
| 7D | +3.1% | -3.9% | +7.0% | +4.7% |
| 30D | +9.7% | +5.9% | +3.8% | +7.2% |
| 3M | +4.9% | +1.7% | +3.2% | +3.9% |
| 6M | +18.4% | -1.9% | +20.2% | +18.6% |
| YTD | +45.9% | +13.6% | +32.2% | +36.8% |
| 1Y | +50.0% | +13.1% | +36.8% | +40.8% |
| 3Y | +78.0% | +21.8% | +56.2% | +59.2% |
| 5Y | +59.2% | +57.2% | +2.0% | +25.9% |
| All | +418.4% | +137.8% | +280.5% | +275.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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