+22.3%
BABA vs CSX
+462.4%
-440.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +5.0% | +3.4% |
| 7D | +8.6% | -2.7% | +11.3% | +9.5% |
| 30D | -1.1% | +7.0% | -8.1% | -3.5% |
| 3M | -15.9% | -0.3% | -15.6% | -16.1% |
| 6M | -17.5% | +13.5% | -31.1% | -21.6% |
| YTD | -25.6% | +41.5% | -67.1% | -34.6% |
| 1Y | -33.8% | +45.8% | -79.6% | -42.5% |
| 3Y | +34.6% | +74.4% | -39.8% | +8.0% |
| 5Y | -27.7% | +53.6% | -81.3% | -39.9% |
| 10Y | +17.7% | +465.6% | -447.9% | -37.2% |
| All | +22.3% | +462.4% | -440.1% | -36.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling