+23.9%
BABA vs CAH
+392.0%
-368.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.0% |
| 7D | +11.6% | +8.5% | +3.2% | +10.0% |
| 30D | +2.3% | +17.0% | -14.8% | -0.7% |
| 3M | -13.7% | +14.6% | -28.3% | -15.9% |
| 6M | -21.9% | +42.5% | -64.4% | -27.2% |
| YTD | -24.6% | +33.5% | -58.1% | -29.1% |
| 1Y | -34.1% | +38.5% | -72.6% | -38.5% |
| 3Y | +36.3% | +179.0% | -142.7% | +7.4% |
| 5Y | -26.7% | +507.2% | -533.9% | -52.8% |
| 10Y | +19.2% | +448.9% | -429.7% | -28.7% |
| All | +23.9% | +392.0% | -368.1% | -22.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling