+28.2%
BABA vs CF
+254.0%
-225.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.5% | +1.7% |
| 7D | -4.8% | +6.0% | -10.8% | -5.6% |
| 30D | -11.9% | +14.8% | -26.7% | -13.6% |
| 3M | -9.3% | +14.1% | -23.3% | -11.1% |
| 6M | -14.2% | +28.5% | -42.8% | -18.7% |
| YTD | -22.0% | +74.9% | -97.0% | -29.7% |
| 1Y | -12.7% | +61.7% | -74.4% | -20.5% |
| 3Y | +26.7% | +80.3% | -53.7% | +11.9% |
| 5Y | -29.3% | +226.0% | -255.3% | -46.0% |
| 10Y | +21.2% | +569.9% | -548.6% | -21.0% |
| All | +28.2% | +254.0% | -225.9% | -6.8% |
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