+36.3%
BABA vs CSX
+68.4%
-32.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.4% | +4.6% | +1.9% |
| 7D | +11.6% | -5.5% | +17.2% | +12.8% |
| 30D | +2.3% | +4.9% | -2.6% | +1.2% |
| 3M | -13.7% | -2.9% | -10.8% | -13.3% |
| 6M | -21.9% | +8.3% | -30.3% | -23.9% |
| YTD | -24.6% | +36.7% | -61.4% | -31.2% |
| 1Y | -34.1% | +41.5% | -75.6% | -40.4% |
| 3Y | +36.3% | +68.6% | -32.4% | +16.4% |
| All | +36.3% | +68.4% | -32.1% | +16.4% |
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 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