+17.1%
BABA vs CSX
+440.0%
-422.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.4% | +4.6% | +2.4% |
| 7D | +11.6% | -5.5% | +17.2% | +13.6% |
| 30D | +2.3% | +4.9% | -2.6% | +0.5% |
| 3M | -13.7% | -2.9% | -10.8% | -13.2% |
| 6M | -21.9% | +8.3% | -30.3% | -24.6% |
| YTD | -24.6% | +36.7% | -61.4% | -33.0% |
| 1Y | -34.1% | +41.5% | -75.6% | -42.2% |
| 3Y | +36.3% | +68.6% | -32.4% | +10.6% |
| 5Y | -26.7% | +48.4% | -75.2% | -38.5% |
| All | +17.1% | +440.0% | -422.9% | -13.6% |
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