+15.8%
BABA vs CSX
+436.1%
-420.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.8% | -6.5% | -4.6% |
| 7D | +3.8% | -2.2% | +6.0% | +4.5% |
| 30D | -5.4% | +6.8% | -12.2% | -7.7% |
| 3M | -17.9% | +0.7% | -18.6% | -18.4% |
| 6M | -24.1% | +13.3% | -37.3% | -27.8% |
| YTD | -27.4% | +40.5% | -68.0% | -36.2% |
| 1Y | -36.1% | +44.7% | -80.7% | -44.4% |
| 3Y | +35.4% | +74.5% | -39.1% | +8.3% |
| 5Y | -30.1% | +52.0% | -82.1% | -41.9% |
| 10Y | +15.8% | +412.6% | -396.8% | -20.9% |
| All | +15.8% | +436.1% | -420.2% | -20.9% |
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