-35.3%
BABA vs CF
+35.9%
-71.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -4.4% | +9.3% | +4.0% |
| 7D | +4.3% | -6.9% | +11.2% | +2.9% |
| 30D | -5.0% | -3.7% | -1.2% | -5.6% |
| 3M | -18.4% | -5.0% | -13.4% | -19.1% |
| 6M | -20.3% | -10.5% | -9.8% | -21.8% |
| YTD | -27.5% | +46.5% | -74.0% | -28.8% |
| 1Y | -35.3% | +34.8% | -70.1% | -38.3% |
| All | -35.3% | +35.9% | -71.2% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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