+86.7%
QQQ vs CSX
+73.0%
+13.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.8% | +0.8% | +2.8% |
| 7D | -0.3% | -2.2% | +2.0% | +0.4% |
| 30D | -9.6% | +6.8% | -16.4% | -11.3% |
| 3M | -5.9% | +0.7% | -6.6% | -6.2% |
| 6M | -4.3% | +13.3% | -17.5% | -8.5% |
| YTD | +11.0% | +40.5% | -29.6% | -2.1% |
| 1Y | +11.9% | +44.7% | -32.7% | -2.3% |
| 3Y | +86.7% | +74.5% | +12.2% | +48.8% |
| All | +86.7% | +73.0% | +13.8% | +48.8% |
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