+59.2%
CSX vs BIDU
-53.5%
+112.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.6% | +1.2% |
| 7D | +3.1% | -2.3% | +5.4% | +3.3% |
| 30D | +9.7% | -7.3% | +17.0% | +10.3% |
| 3M | +4.9% | -26.0% | +30.9% | +7.2% |
| 6M | +18.4% | -44.5% | +62.9% | +23.5% |
| YTD | +45.9% | -40.6% | +86.5% | +50.7% |
| 1Y | +50.0% | -39.8% | +89.8% | +54.5% |
| 3Y | +78.0% | -26.7% | +104.7% | +76.9% |
| 5Y | +59.2% | -54.5% | +113.7% | +58.6% |
| All | +59.2% | -53.5% | +112.7% | +58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling