+31.8%
BABA vs CART
+37.6%
-5.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.4% | +5.1% | +2.8% |
| 7D | +8.6% | +1.2% | +7.4% | +8.5% |
| 30D | -1.1% | +27.1% | -28.2% | -2.7% |
| 3M | -15.9% | +27.4% | -43.3% | -17.3% |
| 6M | -17.5% | +32.1% | -49.7% | -19.2% |
| YTD | -25.6% | +28.5% | -54.1% | -27.1% |
| 1Y | -33.8% | +58.8% | -92.6% | -36.3% |
| 3Y | +34.6% | +114.8% | -80.1% | +28.0% |
| All | +31.8% | +37.6% | -5.8% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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