-28.3%
BABA vs CHRW
+49.0%
-77.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.5% |
| 3M | -13.7% | -14.2% | +0.5% | -11.7% |
| 6M | -21.9% | -25.1% | +3.2% | -18.5% |
| YTD | -24.6% | -21.2% | -3.5% | -23.6% |
| 1Y | -34.1% | -14.2% | -19.9% | -34.9% |
| 3Y | +36.3% | +63.5% | -27.3% | +5.0% |
| All | -28.3% | +49.0% | -77.3% | -44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling