-28.3%
BABA vs CB
+101.1%
-129.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.6% |
| 7D | +11.6% | +0.2% | +11.4% | +11.6% |
| 30D | +2.3% | +9.1% | -6.8% | +0.4% |
| 3M | -13.7% | +3.4% | -17.1% | -14.3% |
| 6M | -21.9% | +14.1% | -36.0% | -24.7% |
| YTD | -24.6% | +18.0% | -42.7% | -28.2% |
| 1Y | -34.1% | +30.1% | -64.2% | -39.2% |
| 3Y | +36.3% | +71.8% | -35.5% | +10.9% |
| All | -28.3% | +101.1% | -129.4% | -47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling