+50,186.6%
QCOM vs CSX
+6,677.5%
+43,509.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | +3.3% | -3.4% | +6.7% | +4.7% |
| 30D | +7.7% | -3.1% | +10.8% | +9.0% |
| 3M | -30.1% | +7.2% | -37.2% | -32.2% |
| 6M | +22.8% | +16.2% | +6.7% | +14.5% |
| YTD | +0.2% | +37.5% | -37.4% | -13.0% |
| 1Y | +7.9% | +53.2% | -45.4% | -10.5% |
| 3Y | +55.8% | +68.2% | -12.4% | +23.5% |
| 5Y | +30.1% | +65.2% | -35.2% | +3.9% |
| 10Y | +248.9% | +504.1% | -255.2% | +65.3% |
| All | +50,186.6% | +6,677.5% | +43,509.1% | +6,309.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling