+21.9%
BABA vs CHD
+31.2%
-9.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | 0.0% |
| 7D | -13.8% | +3.6% | -17.4% | -13.8% |
| 30D | -15.1% | +10.4% | -25.5% | -15.1% |
| 3M | -22.7% | +12.2% | -34.9% | -22.7% |
| 6M | -34.7% | +19.9% | -54.6% | -34.7% |
| YTD | -35.0% | +36.4% | -71.4% | -34.5% |
| 1Y | -40.4% | +35.1% | -75.5% | -40.0% |
| 3Y | +21.9% | +29.2% | -7.3% | +24.5% |
| All | +21.9% | +31.2% | -9.3% | +24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling