-33.4%
BABA vs CSX
+53.6%
-87.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -2.9% |
| 7D | +2.4% | +0.7% | +1.6% | +2.0% |
| 30D | -7.8% | +8.1% | -15.8% | -10.5% |
| 3M | -22.4% | +2.2% | -24.6% | -23.2% |
| 6M | -26.0% | +14.6% | -40.6% | -30.4% |
| YTD | -29.3% | +42.2% | -71.5% | -39.4% |
| 1Y | -37.5% | +47.3% | -84.8% | -47.3% |
| 3Y | +31.9% | +73.5% | -41.6% | -0.4% |
| 5Y | -33.4% | +54.1% | -87.5% | -49.4% |
| All | -33.4% | +53.6% | -87.0% | -49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling