-35.3%
BABA vs CAH
+38.5%
-73.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.6% | +1.4% | +5.0% |
| 7D | +4.3% | +7.0% | -2.7% | +4.5% |
| 30D | -5.0% | +12.4% | -17.3% | -4.4% |
| 3M | -18.4% | +12.2% | -30.5% | -17.9% |
| 6M | -20.3% | +33.2% | -53.5% | -19.8% |
| YTD | -27.5% | +28.4% | -55.9% | -26.2% |
| 1Y | -35.3% | +35.0% | -70.4% | -34.6% |
| All | -35.3% | +38.5% | -73.9% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 1y: compounded portfolio wealth divided by compounded CAH 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…
1y analysis · Full analysis span regression · 6 months rolling