+21.9%
BABA vs CRS
+343.5%
-321.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.3% |
| 7D | -13.8% | +4.8% | -18.5% | -14.2% |
| 30D | -15.1% | -23.2% | +8.1% | -12.9% |
| 3M | -22.7% | -45.5% | +22.8% | -17.9% |
| 6M | -34.7% | -33.1% | -1.6% | -32.5% |
| YTD | -35.0% | -7.2% | -27.8% | -35.2% |
| 1Y | -40.4% | -10.0% | -30.4% | -40.4% |
| 3Y | +21.9% | +332.3% | -310.4% | +1.5% |
| All | +21.9% | +343.5% | -321.5% | +1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling