-35.3%
BABA vs CARR
-1.4%
-33.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.5% | +4.4% | +4.8% |
| 7D | +4.3% | -0.7% | +4.9% | +4.3% |
| 30D | -5.0% | +0.3% | -5.3% | -5.1% |
| 3M | -18.4% | -14.9% | -3.5% | -17.0% |
| 6M | -20.3% | -14.9% | -5.4% | -19.7% |
| YTD | -27.5% | +7.0% | -34.5% | -29.3% |
| 1Y | -35.3% | -1.8% | -33.6% | -38.1% |
| All | -35.3% | -1.4% | -33.9% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 1y: compounded portfolio wealth divided by compounded CARR 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…
1y analysis · Full analysis span regression · 6 months rolling