+22.3%
BABA vs CHRW
+147.7%
-125.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.1% | +6.8% | +3.6% |
| 7D | +8.6% | +0.7% | +7.9% | +8.3% |
| 30D | -1.1% | -5.0% | +3.9% | -0.3% |
| 3M | -15.9% | -16.1% | +0.2% | -13.0% |
| 6M | -17.5% | -22.6% | +5.1% | -14.0% |
| YTD | -25.6% | -19.3% | -6.3% | -24.3% |
| 1Y | -33.8% | -14.9% | -18.9% | -33.8% |
| 3Y | +34.6% | +68.0% | -33.4% | +6.1% |
| 5Y | -27.7% | +53.2% | -80.8% | -42.2% |
| 10Y | +17.7% | +134.8% | -117.1% | -20.4% |
| All | +22.3% | +147.7% | -125.4% | -22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling