-25.4%
BABA vs CARR
-17.7%
-7.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.0% | -4.1% | -1.1% |
| 7D | -3.6% | -1.9% | -1.6% | -3.5% |
| 30D | -8.4% | -1.1% | -7.3% | -8.4% |
| 3M | -20.6% | -13.8% | -6.8% | -21.0% |
| 6M | -25.4% | -16.5% | -8.9% | -27.7% |
| All | -25.4% | -17.7% | -7.6% | -27.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling