+28.2%
BABA vs CHRW
+185.1%
-156.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.0% |
| 7D | -4.8% | -1.4% | -3.4% | -4.4% |
| 30D | -11.9% | -3.5% | -8.4% | -11.2% |
| 3M | -9.3% | -19.4% | +10.1% | -5.1% |
| 6M | -14.2% | -21.4% | +7.1% | -10.2% |
| YTD | -22.0% | -7.1% | -14.9% | -22.7% |
| 1Y | -12.7% | +17.8% | -30.5% | -20.0% |
| 3Y | +26.7% | +78.8% | -52.1% | -0.4% |
| 5Y | -29.3% | +83.5% | -112.9% | -45.6% |
| 10Y | +21.2% | +160.2% | -139.0% | -19.2% |
| All | +28.2% | +185.1% | -156.9% | -20.6% |
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