+28.2%
BABA vs COR
+487.8%
-459.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.1% | +1.5% |
| 7D | -4.8% | +2.8% | -7.5% | -5.1% |
| 30D | -11.9% | +4.5% | -16.4% | -12.5% |
| 3M | -9.3% | +22.7% | -31.9% | -12.0% |
| 6M | -14.2% | -9.7% | -4.5% | -13.2% |
| YTD | -22.0% | -1.4% | -20.6% | -22.3% |
| 1Y | -12.7% | +13.9% | -26.6% | -15.2% |
| 3Y | +26.7% | +94.0% | -67.3% | +9.3% |
| 5Y | -29.3% | +184.0% | -213.4% | -44.6% |
| 10Y | +21.2% | +406.8% | -385.5% | -18.7% |
| All | +28.2% | +487.8% | -459.6% | -21.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling