+17.1%
BABA vs CHRW
+127.5%
-110.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +1.8% |
| 7D | +11.6% | +0.6% | +11.1% | +11.4% |
| 30D | +2.3% | -7.3% | +9.6% | +3.7% |
| 3M | -13.7% | -14.2% | +0.5% | -11.4% |
| 6M | -21.9% | -25.1% | +3.2% | -18.1% |
| YTD | -24.6% | -21.2% | -3.5% | -23.1% |
| 1Y | -34.1% | -14.2% | -19.9% | -34.4% |
| 3Y | +36.3% | +63.5% | -27.3% | +8.1% |
| 5Y | -26.7% | +49.6% | -76.3% | -41.1% |
| All | +17.1% | +127.5% | -110.4% | -9.3% |
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