+17.1%
BABA vs CF
+561.7%
-544.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.2% |
| 7D | +11.6% | -3.2% | +14.8% | +12.0% |
| 30D | +2.3% | +4.3% | -2.0% | +1.6% |
| 3M | -13.7% | +2.8% | -16.5% | -14.3% |
| 6M | -21.9% | +0.6% | -22.5% | -22.6% |
| YTD | -24.6% | +56.6% | -81.3% | -31.3% |
| 1Y | -34.1% | +49.6% | -83.7% | -39.6% |
| 3Y | +36.3% | +61.5% | -25.2% | +21.9% |
| 5Y | -26.7% | +124.0% | -150.7% | -40.7% |
| All | +17.1% | +561.7% | -544.7% | -12.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling