+401.9%
CSX vs QSR
+218.5%
+183.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -3.4% | +2.4% | -5.8% | -4.3% |
| 30D | -3.1% | +7.6% | -10.7% | -5.9% |
| 3M | +7.2% | +12.6% | -5.5% | +2.1% |
| 6M | +16.2% | +14.4% | +1.8% | +9.5% |
| YTD | +37.5% | +19.6% | +17.9% | +27.2% |
| 1Y | +53.2% | +33.9% | +19.4% | +35.2% |
| 3Y | +68.2% | +27.1% | +41.1% | +49.1% |
| 5Y | +65.2% | +48.5% | +16.7% | +35.9% |
| 10Y | +504.1% | +126.2% | +377.9% | +303.4% |
| All | +401.9% | +218.5% | +183.4% | +205.6% |
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