+250.8%
QCOM vs CSX
+414.3%
-163.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.1% | +0.9% |
| 7D | +2.0% | -0.3% | +2.2% | +2.1% |
| 30D | +1.2% | +8.7% | -7.5% | -3.1% |
| 3M | +9.1% | +4.2% | +4.9% | +6.5% |
| 6M | -25.0% | +16.7% | -41.7% | -31.5% |
| YTD | +4.8% | +44.5% | -39.6% | -15.1% |
| 1Y | +3.6% | +50.3% | -46.7% | -17.8% |
| 3Y | +51.5% | +76.3% | -24.8% | +8.2% |
| 5Y | +19.7% | +58.1% | -38.4% | -9.9% |
| All | +250.8% | +414.3% | -163.5% | +100.9% |
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