-34.1%
BABA vs CB
+29.6%
-63.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +0.8% |
| 7D | +11.6% | +0.2% | +11.4% | +11.7% |
| 30D | +2.3% | +9.1% | -6.8% | +5.4% |
| 3M | -13.7% | +3.4% | -17.1% | -12.8% |
| 6M | -21.9% | +14.1% | -36.0% | -18.2% |
| YTD | -24.6% | +18.0% | -42.7% | -19.2% |
| 1Y | -34.1% | +30.1% | -64.2% | -18.0% |
| All | -34.1% | +29.6% | -63.7% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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