-12.7%
BABA vs CSX
+55.3%
-68.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.2% |
| 7D | -4.8% | -3.4% | -1.4% | -4.3% |
| 30D | -11.9% | -3.1% | -8.8% | -11.5% |
| 3M | -9.3% | +7.2% | -16.4% | -11.2% |
| 6M | -14.2% | +16.2% | -30.4% | -19.5% |
| YTD | -22.0% | +37.5% | -59.6% | -29.4% |
| 1Y | -12.7% | +53.2% | -65.9% | -22.3% |
| All | -12.7% | +55.3% | -68.0% | -22.3% |
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