-31.3%
BABA vs COR
+184.0%
-215.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.1% | +1.2% |
| 7D | -4.8% | +2.8% | -7.5% | -4.6% |
| 30D | -11.9% | +4.5% | -16.4% | -11.6% |
| 3M | -9.3% | +22.7% | -31.9% | -8.1% |
| 6M | -14.2% | -9.7% | -4.5% | -13.3% |
| YTD | -22.0% | -1.4% | -20.6% | -21.1% |
| 1Y | -12.7% | +13.9% | -26.6% | -11.4% |
| 3Y | +26.7% | +94.0% | -67.3% | +21.5% |
| All | -31.3% | +184.0% | -215.3% | -46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling