+15.8%
BABA vs CHD
+181.4%
-165.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.8% | -5.5% | -3.9% |
| 7D | +3.8% | +0.8% | +3.0% | +3.7% |
| 30D | -5.4% | +13.5% | -18.8% | -6.6% |
| 3M | -17.9% | +8.1% | -26.1% | -18.6% |
| 6M | -24.1% | +19.9% | -43.9% | -25.6% |
| YTD | -27.4% | +34.0% | -61.4% | -29.7% |
| 1Y | -36.1% | +29.8% | -65.9% | -37.9% |
| 3Y | +35.4% | +28.7% | +6.6% | +30.7% |
| 5Y | -30.1% | +31.8% | -61.9% | -33.5% |
| 10Y | +15.8% | +178.2% | -162.3% | +0.1% |
| All | +15.8% | +181.4% | -165.6% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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