+152.0%
QQQM vs CSX
+97.4%
+54.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -0.6% | -0.9% | +0.4% | -0.2% |
| 30D | -1.2% | -2.0% | +0.8% | -0.4% |
| 3M | -0.1% | +3.6% | -3.7% | -2.0% |
| 6M | +18.0% | +22.0% | -4.1% | +7.5% |
| YTD | +16.7% | +36.3% | -19.6% | +1.1% |
| 1Y | +23.0% | +50.9% | -27.9% | +1.5% |
| 3Y | +93.3% | +69.2% | +24.2% | +46.7% |
| 5Y | +96.3% | +69.2% | +27.0% | +50.0% |
| All | +152.0% | +97.4% | +54.6% | +82.9% |
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