+15.7%
BABA vs COR
+505.6%
-489.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.6% |
| 7D | +2.4% | +2.4% | -0.1% | +2.0% |
| 30D | -7.8% | +7.7% | -15.4% | -8.6% |
| 3M | -22.4% | +7.5% | -29.9% | -23.1% |
| 6M | -26.0% | +34.1% | -60.1% | -28.7% |
| YTD | -29.3% | +3.9% | -33.1% | -29.9% |
| 1Y | -37.5% | -3.6% | -33.9% | -37.4% |
| 3Y | +31.9% | +80.5% | -48.6% | +17.4% |
| 5Y | -33.4% | +194.9% | -228.3% | -47.2% |
| 10Y | +15.7% | +486.6% | -470.9% | -22.8% |
| All | +15.7% | +505.6% | -489.9% | -22.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling