+47.0%
QCOM vs CSX
+68.4%
-21.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.4% | +8.9% | +6.7% |
| 7D | +0.4% | -5.5% | +5.9% | +2.5% |
| 30D | -6.6% | +4.9% | -11.5% | -8.4% |
| 3M | +3.7% | -2.9% | +6.5% | +4.7% |
| 6M | -13.3% | +8.3% | -21.7% | -17.0% |
| YTD | -1.8% | +36.7% | -38.5% | -16.7% |
| 1Y | -2.5% | +41.5% | -44.0% | -18.7% |
| 3Y | +47.0% | +68.6% | -21.7% | +8.8% |
| All | +47.0% | +68.4% | -21.4% | +8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling