-33.4%
BABA vs CARR
+3.8%
-37.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.3% |
| 7D | +2.4% | -4.3% | +6.6% | +3.6% |
| 30D | -7.8% | -4.2% | -3.6% | -6.7% |
| 3M | -22.4% | -16.1% | -6.3% | -18.2% |
| 6M | -26.0% | -20.1% | -5.9% | -21.6% |
| YTD | -29.3% | +1.9% | -31.2% | -32.0% |
| 1Y | -37.5% | -6.1% | -31.4% | -38.2% |
| 3Y | +31.9% | +7.3% | +24.7% | +17.8% |
| 5Y | -33.4% | +4.4% | -37.8% | -46.9% |
| All | -33.4% | +3.8% | -37.2% | -46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling