+16.7%
BABA vs CAH
+292.2%
-275.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | -0.1% |
| 7D | -0.2% | +0.5% | -0.6% | -0.3% |
| 30D | -12.3% | +1.7% | -14.0% | -12.5% |
| 3M | -5.3% | +17.9% | -23.2% | -7.8% |
| 6M | -13.1% | +10.9% | -24.0% | -14.7% |
| YTD | -22.4% | +17.9% | -40.3% | -24.7% |
| 1Y | -19.5% | +61.7% | -81.2% | -26.0% |
| 3Y | +32.9% | +183.7% | -150.8% | +9.0% |
| 5Y | -29.9% | +401.3% | -431.2% | -49.1% |
| 10Y | +16.7% | +293.7% | -276.9% | -12.6% |
| All | +16.7% | +292.2% | -275.5% | -12.6% |
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 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