+250.3%
QCOM vs CSX
+504.4%
-254.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.3% |
| 7D | +3.3% | -3.4% | +6.7% | +5.1% |
| 30D | +7.7% | -3.1% | +10.8% | +9.3% |
| 3M | -30.1% | +7.2% | -37.2% | -32.8% |
| 6M | +22.8% | +16.2% | +6.7% | +12.3% |
| YTD | +0.2% | +37.5% | -37.4% | -16.4% |
| 1Y | +7.9% | +53.2% | -45.4% | -15.2% |
| 3Y | +55.8% | +68.2% | -12.4% | +14.7% |
| 5Y | +30.1% | +65.2% | -35.2% | -3.6% |
| All | +250.3% | +504.4% | -254.0% | +83.9% |
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