+28.2%
BABA vs CB
+295.7%
-267.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +1.8% |
| 7D | -4.8% | +0.5% | -5.3% | -4.9% |
| 30D | -11.9% | -3.1% | -8.8% | -11.2% |
| 3M | -9.3% | +9.0% | -18.2% | -11.9% |
| 6M | -14.2% | +2.9% | -17.1% | -15.4% |
| YTD | -22.0% | +10.1% | -32.1% | -24.7% |
| 1Y | -12.7% | +22.8% | -35.5% | -18.7% |
| 3Y | +26.7% | +73.8% | -47.1% | +4.4% |
| 5Y | -29.3% | +99.2% | -128.5% | -44.6% |
| 10Y | +21.2% | +218.2% | -197.0% | -25.8% |
| All | +28.2% | +295.7% | -267.5% | -33.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling