+22.3%
BABA vs COR
+503.3%
-481.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.0% | +6.7% | +3.2% |
| 7D | +8.6% | +2.8% | +5.8% | +8.1% |
| 30D | -1.1% | +7.4% | -8.5% | -2.1% |
| 3M | -15.9% | +7.3% | -23.2% | -16.8% |
| 6M | -17.5% | +11.5% | -29.1% | -19.3% |
| YTD | -25.6% | +1.2% | -26.8% | -26.1% |
| 1Y | -33.8% | -3.3% | -30.5% | -33.8% |
| 3Y | +34.6% | +78.5% | -43.8% | +18.5% |
| 5Y | -27.7% | +183.0% | -210.6% | -43.1% |
| 10Y | +17.7% | +545.4% | -527.7% | -27.7% |
| All | +22.3% | +503.3% | -481.0% | -25.0% |
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 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