+398.9%
CSX vs QSR
+211.4%
+187.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.3% | -2.9% |
| 7D | -5.5% | +7.3% | -12.8% | -8.1% |
| 30D | +4.9% | +11.9% | -7.0% | +0.5% |
| 3M | -2.9% | +7.5% | -10.3% | -5.7% |
| 6M | +8.3% | +2.5% | +5.9% | +6.7% |
| YTD | +36.7% | +17.0% | +19.8% | +27.3% |
| 1Y | +41.5% | +18.1% | +23.4% | +31.1% |
| 3Y | +68.6% | +28.6% | +40.0% | +48.7% |
| 5Y | +48.4% | +55.8% | -7.3% | +19.9% |
| 10Y | +446.6% | +140.5% | +306.1% | +258.8% |
| All | +398.9% | +211.4% | +187.5% | +206.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling