+571.7%
QQQ vs CSX
+481.1%
+90.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.3% |
| 7D | +1.0% | -0.6% | +1.6% | +1.2% |
| 30D | -0.6% | -3.2% | +2.6% | +0.7% |
| 3M | +1.3% | +2.6% | -1.3% | -0.1% |
| 6M | +18.1% | +19.8% | -1.7% | +8.6% |
| YTD | +16.9% | +34.7% | -17.8% | +2.0% |
| 1Y | +24.0% | +52.1% | -28.2% | +2.3% |
| 3Y | +95.6% | +68.4% | +27.2% | +51.5% |
| 5Y | +94.5% | +65.1% | +29.4% | +51.1% |
| 10Y | +571.7% | +496.7% | +75.0% | +277.7% |
| All | +571.7% | +481.1% | +90.6% | +277.7% |
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