-12.7%
BABA vs CRS
+102.1%
-114.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.1% |
| 7D | -4.8% | -0.2% | -4.5% | -4.7% |
| 30D | -11.9% | -16.6% | +4.7% | -10.0% |
| 3M | -9.3% | -3.5% | -5.8% | -9.8% |
| 6M | -14.2% | +15.4% | -29.7% | -17.5% |
| YTD | -22.0% | +51.2% | -73.2% | -26.6% |
| 1Y | -12.7% | +98.3% | -111.0% | -16.6% |
| All | -12.7% | +102.1% | -114.8% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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