+482.4%
CSX vs BIDU
-51.1%
+533.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.0% | +6.1% | +0.1% |
| 7D | +0.6% | -2.4% | +3.1% | +0.9% |
| 30D | -2.3% | -15.6% | +13.4% | -0.1% |
| 3M | +4.3% | -22.3% | +26.6% | +7.6% |
| 6M | +23.4% | -22.3% | +45.6% | +26.5% |
| YTD | +36.4% | -29.2% | +65.6% | +41.2% |
| 1Y | +53.0% | -14.8% | +67.9% | +52.8% |
| 3Y | +70.6% | -31.8% | +102.4% | +72.4% |
| 5Y | +65.5% | -43.1% | +108.6% | +63.5% |
| 10Y | +482.4% | -50.6% | +533.0% | +414.3% |
| All | +482.4% | -51.1% | +533.4% | +414.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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