+11.7%
BABA vs COR
+486.2%
-474.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -2.9% | -0.3% |
| 7D | -13.8% | +7.8% | -21.6% | -14.6% |
| 30D | -15.1% | +7.0% | -22.1% | -15.8% |
| 3M | -22.7% | +16.3% | -39.0% | -24.2% |
| 6M | -34.7% | +41.3% | -76.0% | -37.5% |
| YTD | -35.0% | +7.1% | -42.2% | -35.8% |
| 1Y | -40.4% | -0.8% | -39.6% | -40.5% |
| 3Y | +21.9% | +85.0% | -63.1% | +8.1% |
| 5Y | -39.9% | +203.9% | -243.7% | -52.6% |
| All | +11.7% | +486.2% | -474.5% | -26.7% |
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