+15.7%
BABA vs CHRW
+126.6%
-110.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +2.4% | -3.4% | +5.7% | +3.1% |
| 30D | -7.8% | -9.4% | +1.6% | -6.0% |
| 3M | -22.4% | -12.6% | -9.7% | -20.6% |
| 6M | -26.0% | -24.2% | -1.8% | -22.5% |
| YTD | -29.3% | -18.9% | -10.4% | -28.3% |
| 1Y | -37.5% | -13.7% | -23.8% | -37.8% |
| 3Y | +31.9% | +72.6% | -40.7% | +3.0% |
| 5Y | -33.4% | +55.6% | -89.0% | -47.0% |
| 10Y | +15.7% | +122.7% | -107.0% | -15.2% |
| All | +15.7% | +126.6% | -110.9% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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