+34.5%
BABA vs CSX
+74.3%
-39.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +5.0% | +3.1% |
| 7D | +8.6% | -2.7% | +11.3% | +9.1% |
| 30D | -1.1% | +7.0% | -8.1% | -2.5% |
| 3M | -15.9% | -0.3% | -15.6% | -15.9% |
| 6M | -17.5% | +13.5% | -31.1% | -20.4% |
| YTD | -25.6% | +41.5% | -67.1% | -32.5% |
| 1Y | -33.8% | +45.8% | -79.6% | -40.4% |
| All | +34.5% | +74.3% | -39.7% | +14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling