-44.6%
BABA vs CARR
+395.6%
-440.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.4% | -6.7% | -7.0% |
| 7D | -12.7% | +2.2% | -14.9% | -13.1% |
| 30D | -14.9% | -0.8% | -14.1% | -14.8% |
| 3M | -24.6% | -13.4% | -11.2% | -22.4% |
| 6M | -29.3% | -16.4% | -12.9% | -27.1% |
| YTD | -35.0% | +4.5% | -39.6% | -36.7% |
| 1Y | -39.7% | -1.4% | -38.3% | -40.6% |
| 3Y | +21.2% | +10.0% | +11.2% | +14.9% |
| 5Y | -39.9% | +4.2% | -44.1% | -44.7% |
| All | -44.6% | +395.6% | -440.1% | -55.2% |
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