+35.4%
BABA vs COR
+80.2%
-44.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.7% | -7.4% | -3.1% |
| 7D | +3.8% | +2.3% | +1.5% | +4.3% |
| 30D | -5.4% | +6.8% | -12.1% | -4.3% |
| 3M | -17.9% | +8.1% | -26.0% | -16.8% |
| 6M | -24.1% | +33.0% | -57.1% | -19.6% |
| YTD | -27.4% | +3.0% | -30.4% | -25.5% |
| 1Y | -36.1% | -3.4% | -32.7% | -35.3% |
| 3Y | +35.4% | +80.1% | -44.8% | +72.9% |
| All | +35.4% | +80.2% | -44.8% | +72.9% |
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