-37.5%
BABA vs CBOE
+43.6%
-81.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.4% | -5.9% | -2.6% |
| 7D | +2.4% | +6.0% | -3.6% | +2.2% |
| 30D | -7.8% | +19.9% | -27.7% | -8.2% |
| 3M | -22.4% | +28.4% | -50.7% | -23.0% |
| 6M | -26.0% | +5.2% | -31.2% | -27.0% |
| YTD | -29.3% | +46.4% | -75.7% | -30.0% |
| 1Y | -37.5% | +41.8% | -79.3% | -38.6% |
| All | -37.5% | +43.6% | -81.1% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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