-28.3%
BABA vs CHD
+30.9%
-59.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.4% |
| 7D | +11.6% | +2.0% | +9.7% | +11.5% |
| 30D | +2.3% | +13.0% | -10.7% | +1.4% |
| 3M | -13.7% | +6.1% | -19.8% | -14.1% |
| 6M | -21.9% | +15.9% | -37.8% | -22.8% |
| YTD | -24.6% | +31.6% | -56.3% | -26.1% |
| 1Y | -34.1% | +28.5% | -62.6% | -35.2% |
| 3Y | +36.3% | +30.5% | +5.8% | +32.0% |
| All | -28.3% | +30.9% | -59.2% | -36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling