-29.9%
BABA vs CBOE
+151.5%
-181.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.3% |
| 7D | -0.2% | -4.6% | +4.5% | +0.5% |
| 30D | -12.3% | +2.6% | -14.9% | -12.7% |
| 3M | -5.3% | +4.9% | -10.2% | -6.4% |
| 6M | -13.1% | -2.2% | -10.9% | -13.4% |
| YTD | -22.4% | +17.7% | -40.2% | -25.5% |
| 1Y | -19.5% | +26.1% | -45.6% | -23.8% |
| 3Y | +32.9% | +97.1% | -64.2% | +4.6% |
| 5Y | -29.9% | +149.2% | -179.1% | -54.5% |
| All | -29.9% | +151.5% | -181.4% | -54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling