+68.6%
CSX vs QSR
+27.3%
+41.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.3% | -3.1% |
| 7D | -5.5% | +7.3% | -12.8% | -7.4% |
| 30D | +4.9% | +11.9% | -7.0% | +1.8% |
| 3M | -2.9% | +7.5% | -10.3% | -4.9% |
| 6M | +8.3% | +2.5% | +5.9% | +7.3% |
| YTD | +36.7% | +17.0% | +19.8% | +29.5% |
| 1Y | +41.5% | +18.1% | +23.4% | +33.4% |
| 3Y | +68.6% | +28.6% | +40.0% | +49.9% |
| All | +68.6% | +27.3% | +41.3% | +49.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling