-31.3%
BABA vs CF
+227.0%
-258.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.5% | +1.4% |
| 7D | -4.8% | +6.0% | -10.8% | -5.0% |
| 30D | -11.9% | +14.8% | -26.7% | -12.4% |
| 3M | -9.3% | +14.1% | -23.3% | -9.8% |
| 6M | -14.2% | +28.5% | -42.8% | -16.3% |
| YTD | -22.0% | +74.9% | -97.0% | -26.2% |
| 1Y | -12.7% | +61.7% | -74.4% | -16.9% |
| 3Y | +26.7% | +80.3% | -53.7% | +18.4% |
| All | -31.3% | +227.0% | -258.3% | -38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling