+30.0%
BABA vs CRH
+68.8%
-38.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.3% |
| 7D | -2.9% | -4.8% | +1.9% | -1.7% |
| 30D | -15.1% | -13.1% | -2.0% | -12.1% |
| 3M | -5.0% | -12.0% | +6.9% | -2.6% |
| 6M | -19.9% | -16.9% | -3.1% | -16.8% |
| YTD | -25.3% | -29.0% | +3.7% | -19.1% |
| 1Y | -23.9% | -20.3% | -3.6% | -20.2% |
| All | +30.0% | +68.8% | -38.7% | +17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling