+242.6%
QCOM vs CSX
+415.8%
-173.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -2.0% | -2.3% |
| 7D | +4.3% | +6.0% | -1.7% | +1.3% |
| 30D | -0.1% | +7.8% | -7.9% | -4.0% |
| 3M | +5.2% | +4.1% | +1.1% | +2.7% |
| 6M | -18.4% | +17.9% | -36.3% | -25.9% |
| YTD | +2.4% | +44.9% | -42.5% | -17.2% |
| 1Y | +0.9% | +51.1% | -50.2% | -20.2% |
| 3Y | +48.4% | +78.3% | -29.9% | +5.3% |
| 5Y | +16.6% | +58.1% | -41.5% | -12.3% |
| All | +242.6% | +415.8% | -173.2% | +96.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 CSX 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