+538.0%
QQQ vs CSX
+422.0%
+116.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.6% | +0.7% | +1.7% |
| 7D | -0.2% | -0.3% | +0.1% | -0.1% |
| 30D | -7.5% | +8.7% | -16.2% | -10.8% |
| 3M | -3.8% | +4.2% | -8.0% | -5.8% |
| 6M | -3.0% | +16.7% | -19.7% | -9.9% |
| YTD | +12.8% | +44.5% | -31.7% | -4.9% |
| 1Y | +11.6% | +50.3% | -38.7% | -7.5% |
| 3Y | +85.6% | +76.3% | +9.3% | +40.4% |
| 5Y | +82.1% | +58.1% | +24.0% | +43.2% |
| 10Y | +538.0% | +416.4% | +121.6% | +281.5% |
| All | +538.0% | +422.0% | +116.0% | +281.5% |
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