-27.7%
BABA vs CB
+107.2%
-134.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.8% |
| 7D | +8.6% | +2.6% | +6.0% | +8.0% |
| 30D | -1.1% | +11.2% | -12.3% | -3.3% |
| 3M | -15.9% | +5.7% | -21.7% | -16.9% |
| 6M | -17.5% | +15.9% | -33.5% | -20.7% |
| YTD | -25.6% | +20.2% | -45.7% | -29.3% |
| 1Y | -33.8% | +32.4% | -66.2% | -39.1% |
| 3Y | +34.6% | +75.5% | -40.9% | +9.1% |
| 5Y | -27.7% | +105.5% | -133.1% | -47.0% |
| All | -27.7% | +107.2% | -134.8% | -47.0% |
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 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