+1,469.9%
QQQ vs CSX
+3,902.3%
-2,432.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.1% |
| 7D | -1.5% | +0.7% | -2.2% | -1.8% |
| 30D | -10.2% | +8.1% | -18.3% | -13.0% |
| 3M | -6.3% | +2.2% | -8.5% | -7.4% |
| 6M | -4.9% | +14.6% | -19.5% | -10.3% |
| YTD | +10.2% | +42.2% | -32.0% | -4.5% |
| 1Y | +8.8% | +47.3% | -38.5% | -7.1% |
| 3Y | +81.4% | +73.5% | +7.8% | +43.6% |
| 5Y | +78.5% | +54.1% | +24.4% | +47.1% |
| 10Y | +523.8% | +409.0% | +114.8% | +220.0% |
| All | +1,469.9% | +3,902.3% | -2,432.5% | +254.8% |
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 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