+34.5%
BABA vs CB
+74.6%
-40.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.6% |
| 7D | +8.6% | +2.6% | +6.0% | +8.6% |
| 30D | -1.1% | +11.2% | -12.3% | -1.0% |
| 3M | -15.9% | +5.7% | -21.7% | -15.9% |
| 6M | -17.5% | +15.9% | -33.5% | -17.9% |
| YTD | -25.6% | +20.2% | -45.7% | -26.2% |
| 1Y | -33.8% | +32.4% | -66.2% | -35.2% |
| All | +34.5% | +74.6% | -40.1% | +31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling