+93.9%
QQQ vs CSX
+65.9%
+28.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.2% |
| 7D | +0.4% | -3.4% | +3.7% | +1.9% |
| 30D | +0.2% | -3.1% | +3.3% | +1.6% |
| 3M | -2.8% | +7.2% | -10.0% | -6.3% |
| 6M | +18.0% | +16.2% | +1.8% | +9.1% |
| YTD | +17.3% | +37.5% | -20.2% | -0.2% |
| 1Y | +25.6% | +53.2% | -27.6% | +0.8% |
| 3Y | +93.7% | +68.2% | +25.5% | +42.1% |
| All | +93.9% | +65.9% | +28.0% | +41.1% |
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