+427.3%
CSX vs BIDU
-52.2%
+479.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.0% | -6.4% | -3.8% |
| 7D | -5.5% | +7.2% | -12.7% | -6.4% |
| 30D | +4.9% | -4.0% | +9.0% | +5.5% |
| 3M | -2.9% | -25.1% | +22.3% | +0.8% |
| 6M | +8.3% | -41.8% | +50.1% | +15.9% |
| YTD | +36.7% | -37.3% | +74.1% | +43.7% |
| 1Y | +41.5% | -35.6% | +77.1% | +47.7% |
| 3Y | +68.6% | -24.5% | +93.1% | +66.9% |
| 5Y | +48.4% | -48.3% | +96.7% | +48.6% |
| All | +427.3% | -52.2% | +479.6% | +365.5% |
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