+418.9%
CSX vs QSR
+211.2%
+207.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.0% | +1.1% |
| 7D | +0.7% | +4.5% | -3.8% | -1.0% |
| 30D | +8.1% | +9.4% | -1.3% | +4.4% |
| 3M | +2.2% | +7.5% | -5.3% | -0.8% |
| 6M | +14.6% | -0.8% | +15.4% | +14.4% |
| YTD | +42.2% | +16.9% | +25.3% | +32.4% |
| 1Y | +47.3% | +16.3% | +31.0% | +37.4% |
| 3Y | +73.5% | +25.3% | +48.2% | +54.7% |
| 5Y | +54.1% | +60.4% | -6.3% | +23.0% |
| 10Y | +409.0% | +139.2% | +269.7% | +234.8% |
| All | +418.9% | +211.2% | +207.7% | +218.3% |
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