-35.3%
BABA vs CSX
+48.0%
-83.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.6% | +2.3% | +4.8% |
| 7D | +4.3% | +0.1% | +4.2% | +4.2% |
| 30D | -5.0% | +9.7% | -14.7% | -5.0% |
| 3M | -18.4% | +2.3% | -20.7% | -18.0% |
| 6M | -20.3% | +17.1% | -37.3% | -21.9% |
| YTD | -27.5% | +44.9% | -72.4% | -31.1% |
| 1Y | -35.3% | +47.1% | -82.4% | -37.5% |
| All | -35.3% | +48.0% | -83.3% | -37.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling