-28.3%
BABA vs CAH
+507.2%
-535.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.2% |
| 7D | +11.6% | +8.5% | +3.2% | +11.1% |
| 30D | +2.3% | +17.0% | -14.8% | +1.4% |
| 3M | -13.7% | +14.6% | -28.3% | -14.4% |
| 6M | -21.9% | +42.5% | -64.4% | -23.8% |
| YTD | -24.6% | +33.5% | -58.1% | -26.1% |
| 1Y | -34.1% | +38.5% | -72.6% | -35.6% |
| 3Y | +36.3% | +179.0% | -142.7% | +20.3% |
| All | -28.3% | +507.2% | -535.5% | -51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling