-39.8%
BABA vs CHD
+33.2%
-73.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.1% |
| 7D | -13.8% | +3.6% | -17.4% | -14.0% |
| 30D | -15.1% | +10.4% | -25.5% | -15.7% |
| 3M | -22.7% | +12.2% | -34.9% | -23.4% |
| 6M | -34.7% | +19.9% | -54.6% | -35.6% |
| YTD | -35.0% | +36.4% | -71.4% | -36.4% |
| 1Y | -40.4% | +35.1% | -75.5% | -41.7% |
| 3Y | +21.9% | +29.2% | -7.3% | +18.6% |
| All | -39.8% | +33.2% | -73.0% | -45.7% |
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