+11.7%
BABA vs CAH
+418.0%
-406.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.0% | -0.1% |
| 7D | -13.8% | +3.5% | -17.2% | -14.2% |
| 30D | -15.1% | +13.5% | -28.6% | -16.7% |
| 3M | -22.7% | +21.8% | -44.6% | -25.0% |
| 6M | -34.7% | +51.5% | -86.2% | -38.9% |
| YTD | -35.0% | +38.1% | -73.1% | -38.4% |
| 1Y | -40.4% | +37.7% | -78.1% | -43.5% |
| 3Y | +21.9% | +179.6% | -157.7% | +0.5% |
| 5Y | -39.9% | +504.9% | -544.8% | -58.0% |
| All | +11.7% | +418.0% | -406.3% | -24.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling