-35.3%
BABA vs COR
+5.5%
-40.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.0% | +0.9% | +5.2% |
| 7D | +4.3% | +9.1% | -4.9% | +5.0% |
| 30D | -5.0% | +12.4% | -17.4% | -4.0% |
| 3M | -18.4% | +15.8% | -34.2% | -17.1% |
| 6M | -20.3% | +17.1% | -37.3% | -18.2% |
| YTD | -27.5% | +5.4% | -32.9% | -24.9% |
| 1Y | -35.3% | +3.5% | -38.9% | -32.8% |
| All | -35.3% | +5.5% | -40.8% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 1y: compounded portfolio wealth divided by compounded COR 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…
1y analysis · Full analysis span regression · 6 months rolling