+16.0%
BABA vs CSX
+504.4%
-488.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.0% |
| 7D | -4.8% | -3.4% | -1.4% | -3.7% |
| 30D | -11.9% | -3.1% | -8.8% | -11.0% |
| 3M | -9.3% | +7.2% | -16.4% | -11.7% |
| 6M | -14.2% | +16.2% | -30.4% | -19.0% |
| YTD | -22.0% | +37.5% | -59.6% | -30.6% |
| 1Y | -12.7% | +53.2% | -65.9% | -25.2% |
| 3Y | +26.7% | +68.2% | -41.6% | +3.2% |
| 5Y | -29.3% | +65.2% | -94.6% | -42.5% |
| All | +16.0% | +504.4% | -488.4% | -30.4% |
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