+11.7%
BABA vs CSX
+419.3%
-407.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.0% | -8.0% | -7.4% |
| 7D | -12.7% | +3.1% | -15.8% | -13.7% |
| 30D | -14.9% | +9.7% | -24.6% | -17.7% |
| 3M | -24.6% | +4.9% | -29.6% | -26.1% |
| 6M | -29.3% | +18.4% | -47.7% | -33.9% |
| YTD | -35.0% | +45.9% | -80.9% | -43.6% |
| 1Y | -39.7% | +50.0% | -89.7% | -48.2% |
| 3Y | +21.2% | +78.0% | -56.8% | -3.7% |
| 5Y | -39.9% | +59.2% | -99.1% | -50.8% |
| All | +11.7% | +419.3% | -407.6% | -26.7% |
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