-40.4%
BABA vs CARR
-1.6%
-38.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -13.8% | +3.5% | -17.2% | -14.1% |
| 30D | -15.1% | +0.4% | -15.5% | -15.2% |
| 3M | -22.7% | -14.1% | -8.7% | -21.6% |
| 6M | -34.7% | -16.7% | -18.0% | -34.0% |
| YTD | -35.0% | +4.2% | -39.2% | -36.4% |
| 1Y | -40.4% | -0.2% | -40.2% | -42.1% |
| All | -40.4% | -1.6% | -38.8% | -42.1% |
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