+27.5%
BABA vs CRH
+418.4%
-390.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | +0.9% |
| 7D | -0.2% | -0.6% | +0.5% | 0.0% |
| 30D | -12.3% | -9.5% | -2.8% | -9.2% |
| 3M | -5.3% | -10.4% | +5.1% | -2.2% |
| 6M | -13.1% | -14.2% | +1.1% | -9.2% |
| YTD | -22.4% | -26.6% | +4.1% | -14.2% |
| 1Y | -19.5% | -18.2% | -1.2% | -14.8% |
| 3Y | +32.9% | +74.9% | -42.0% | +0.9% |
| 5Y | -29.9% | +101.7% | -131.6% | -50.7% |
| 10Y | +16.7% | +249.4% | -232.7% | -37.1% |
| All | +27.5% | +418.4% | -390.9% | -39.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling