+2,739.6%
CSX vs BIDU
+1,407.1%
+1,332.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.1% | -3.2% | +0.1% |
| 7D | -3.4% | +2.4% | -5.8% | -3.8% |
| 30D | -3.1% | -10.5% | +7.4% | -1.2% |
| 3M | +7.2% | -26.2% | +33.4% | +12.9% |
| 6M | +16.2% | -16.4% | +32.6% | +18.6% |
| YTD | +37.5% | -23.9% | +61.4% | +42.2% |
| 1Y | +53.2% | +1.3% | +51.9% | +48.0% |
| 3Y | +68.2% | -32.1% | +100.3% | +70.6% |
| 5Y | +65.2% | -39.0% | +104.2% | +59.0% |
| 10Y | +504.1% | -44.0% | +548.2% | +445.3% |
| All | +2,739.6% | +1,407.1% | +1,332.5% | +1,235.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling