-35.3%
BABA vs CRH
-13.9%
-21.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.6% | -0.7% | +3.7% |
| 7D | +4.3% | +14.2% | -9.9% | +1.5% |
| 30D | -5.0% | +19.5% | -24.5% | -8.4% |
| 3M | -18.4% | +0.4% | -18.7% | -18.6% |
| 6M | -20.3% | -10.1% | -10.1% | -18.5% |
| YTD | -27.5% | -19.9% | -7.6% | -24.5% |
| 1Y | -35.3% | -14.8% | -20.5% | -33.2% |
| All | -35.3% | -13.9% | -21.5% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 1y: compounded portfolio wealth divided by compounded CRH 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…
1y analysis · Full analysis span regression · 6 months rolling