+36.3%
BABA vs COR
+74.4%
-38.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.0% |
| 7D | +11.6% | +0.8% | +10.8% | +11.8% |
| 30D | +2.3% | +5.1% | -2.9% | +3.2% |
| 3M | -13.7% | +2.8% | -16.5% | -13.2% |
| 6M | -21.9% | +32.5% | -54.4% | -17.3% |
| YTD | -24.6% | -0.7% | -24.0% | -23.1% |
| 1Y | -34.1% | -6.7% | -27.4% | -33.7% |
| 3Y | +36.3% | +73.7% | -37.5% | +73.6% |
| All | +36.3% | +74.4% | -38.1% | +73.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling