+16.7%
BABA vs CHD
+124.1%
-107.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.3% |
| 7D | -0.2% | -2.9% | +2.7% | +0.1% |
| 30D | -12.3% | -6.2% | -6.1% | -11.7% |
| 3M | -5.3% | +1.6% | -6.9% | -5.6% |
| 6M | -13.1% | -3.5% | -9.5% | -12.9% |
| YTD | -22.4% | +16.2% | -38.7% | -23.8% |
| 1Y | -19.5% | +3.4% | -22.9% | -19.9% |
| 3Y | +32.9% | +4.6% | +28.3% | +31.2% |
| 5Y | -29.9% | +21.1% | -51.0% | -33.0% |
| 10Y | +16.7% | +126.5% | -109.8% | +3.2% |
| All | +16.7% | +124.1% | -107.4% | +3.2% |
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