+27.1%
BABA vs CHRW
+78.9%
-51.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.1% |
| 7D | -4.8% | -1.4% | -3.4% | -4.5% |
| 30D | -11.9% | -3.5% | -8.4% | -11.4% |
| 3M | -9.3% | -19.4% | +10.1% | -6.6% |
| 6M | -14.2% | -21.4% | +7.1% | -11.6% |
| YTD | -22.0% | -7.1% | -14.9% | -22.9% |
| 1Y | -12.7% | +17.8% | -30.5% | -18.9% |
| All | +27.1% | +78.9% | -51.7% | -0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling