+19.2%
BABA vs CF
+196.5%
-177.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -4.4% | +9.3% | +5.5% |
| 7D | +4.3% | -6.9% | +11.2% | +5.2% |
| 30D | -5.0% | -3.7% | -1.2% | -4.6% |
| 3M | -18.4% | -5.0% | -13.4% | -18.2% |
| 6M | -20.3% | -10.5% | -9.8% | -19.8% |
| YTD | -27.5% | +46.5% | -74.0% | -33.3% |
| 1Y | -35.3% | +34.8% | -70.1% | -39.8% |
| 3Y | +31.2% | +46.7% | -15.5% | +19.1% |
| 5Y | -32.1% | +112.0% | -144.1% | -44.2% |
| 10Y | +14.7% | +529.7% | -515.0% | -24.9% |
| All | +19.2% | +196.5% | -177.3% | -11.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling