-35.7%
BABA vs CARR
+425.9%
-461.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -0.9% | -2.5% |
| 7D | -2.2% | +0.6% | -2.8% | -2.3% |
| 30D | -17.3% | -8.7% | -8.7% | -15.7% |
| 3M | -7.8% | -18.4% | +10.6% | -4.0% |
| 6M | -16.8% | -0.6% | -16.2% | -17.6% |
| YTD | -24.7% | +10.9% | -35.6% | -27.5% |
| 1Y | -24.9% | -7.3% | -17.7% | -24.8% |
| 3Y | +29.1% | +2.9% | +26.2% | +24.4% |
| 5Y | -30.5% | +9.6% | -40.2% | -36.7% |
| All | -35.7% | +425.9% | -461.7% | -48.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling