+30.9%
QCOM vs CSX
+65.9%
-35.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.4% |
| 7D | +3.3% | -3.4% | +6.7% | +5.2% |
| 30D | +7.7% | -3.1% | +10.8% | +9.4% |
| 3M | -30.1% | +7.2% | -37.2% | -33.1% |
| 6M | +22.8% | +16.2% | +6.7% | +11.0% |
| YTD | +0.2% | +37.5% | -37.4% | -18.6% |
| 1Y | +7.9% | +53.2% | -45.4% | -18.5% |
| 3Y | +55.8% | +68.2% | -12.4% | +6.1% |
| All | +30.9% | +65.9% | -35.0% | -9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling