+23.9%
BABA vs CRS
+558.9%
-535.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | +11.6% | -1.7% | +13.3% | +11.9% |
| 30D | +2.3% | -28.8% | +31.1% | +8.6% |
| 3M | -13.7% | -50.0% | +36.3% | -2.0% |
| 6M | -21.9% | -39.2% | +17.3% | -15.2% |
| YTD | -24.6% | -11.4% | -13.2% | -24.6% |
| 1Y | -34.1% | -11.7% | -22.4% | -34.2% |
| 3Y | +36.3% | +319.6% | -283.4% | -6.6% |
| 5Y | -26.7% | +794.8% | -821.5% | -58.6% |
| 10Y | +19.2% | +926.9% | -907.7% | -39.2% |
| All | +23.9% | +558.9% | -535.0% | -33.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling