+32.9%
BABA vs CARR
+7.6%
+25.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.3% |
| 7D | -0.2% | +3.2% | -3.4% | -0.9% |
| 30D | -12.3% | -7.7% | -4.6% | -10.8% |
| 3M | -5.3% | -11.9% | +6.6% | -3.3% |
| 6M | -13.1% | +2.0% | -15.1% | -14.9% |
| YTD | -22.4% | +13.2% | -35.6% | -26.3% |
| 1Y | -19.5% | -8.5% | -11.0% | -19.2% |
| 3Y | +32.9% | +5.0% | +28.0% | +30.1% |
| All | +32.9% | +7.6% | +25.3% | +30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling