-31.3%
BABA vs CAH
+414.2%
-445.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.3% |
| 7D | -4.8% | +5.4% | -10.1% | -5.1% |
| 30D | -11.9% | +3.3% | -15.2% | -12.1% |
| 3M | -9.3% | +22.8% | -32.1% | -10.8% |
| 6M | -14.2% | +11.3% | -25.5% | -14.9% |
| YTD | -22.0% | +21.1% | -43.2% | -23.3% |
| 1Y | -12.7% | +67.2% | -79.9% | -17.3% |
| 3Y | +26.7% | +195.6% | -169.0% | +6.8% |
| All | -31.3% | +414.2% | -445.5% | -54.3% |
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