-31.4%
BABA vs CRH
+95.0%
-126.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | 0.0% |
| 7D | -2.9% | -4.8% | +1.9% | -1.1% |
| 30D | -15.1% | -13.1% | -2.0% | -10.5% |
| 3M | -5.0% | -12.0% | +6.9% | -1.2% |
| 6M | -19.9% | -16.9% | -3.1% | -15.2% |
| YTD | -25.3% | -29.0% | +3.7% | -15.7% |
| 1Y | -23.9% | -20.3% | -3.6% | -18.6% |
| 3Y | +28.1% | +69.2% | -41.1% | -9.9% |
| 5Y | -31.4% | +94.6% | -126.0% | -56.5% |
| All | -31.4% | +95.0% | -126.4% | -56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling