+15.8%
BABA vs CRS
+967.2%
-951.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +9.7% | -13.4% | -5.6% |
| 7D | +3.8% | +4.9% | -1.1% | +2.6% |
| 30D | -5.4% | -20.8% | +15.4% | -1.7% |
| 3M | -17.9% | -46.4% | +28.5% | -8.2% |
| 6M | -24.1% | -28.6% | +4.5% | -20.2% |
| YTD | -27.4% | -2.8% | -24.6% | -28.9% |
| 1Y | -36.1% | -6.7% | -29.3% | -36.9% |
| 3Y | +35.4% | +368.0% | -332.6% | -9.9% |
| 5Y | -30.1% | +852.9% | -883.0% | -61.5% |
| 10Y | +15.8% | +905.1% | -889.3% | -37.3% |
| All | +15.8% | +967.2% | -951.3% | -37.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling