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  • BABA vs CRS✓SelectedUSD · CRSBABA vs CRS performance historyLatest closeAs of-2.89%09/09
Stock and ETF performance explorer

BABA vs CRS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+16.7%
CRS return
+1,345.8%
Excess return
-1,329.1%
Maximum drawdown
-80.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 2016-09-09 to 2026-09-09.

Portfolio and benchmark returns by period
PeriodPortfolioCRSExcessAlpha
1D-2.9%0.0%-2.9%-2.9%
7D-2.2%-0.5%-1.6%-2.1%
30D-17.3%-18.1%+0.8%-14.2%
3M-7.8%-12.4%+4.7%-5.9%
6M-16.8%+15.9%-32.7%-20.0%
YTD-24.7%+45.8%-70.5%-31.2%
1Y-24.9%+87.8%-112.7%-35.3%
3Y+29.1%+648.7%-619.6%-20.8%
5Y-30.5%+1,416.6%-1,447.1%-64.5%
10Y+16.7%+1,412.7%-1,396.0%-43.1%
All+16.7%+1,345.8%-1,329.1%-43.1%

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 2016-09-09 to 2026-09-09: 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…

2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling