+140.0%
QQQM vs CSX
+109.9%
+30.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.9% |
| 7D | +3.6% | +6.0% | -2.4% | +1.3% |
| 30D | -6.7% | +7.8% | -14.5% | -9.6% |
| 3M | -7.0% | +4.1% | -11.1% | -8.7% |
| 6M | -4.6% | +17.9% | -22.5% | -11.6% |
| YTD | +11.1% | +44.9% | -33.8% | -6.3% |
| 1Y | +12.3% | +51.1% | -38.8% | -7.1% |
| 3Y | +83.6% | +78.3% | +5.4% | +36.4% |
| 5Y | +78.1% | +58.1% | +20.0% | +36.8% |
| All | +140.0% | +109.9% | +30.0% | +69.5% |
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