+28.2%
BABA vs CRS
+1,024.7%
-996.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +0.9% |
| 7D | -4.8% | -0.2% | -4.5% | -4.7% |
| 30D | -11.9% | -16.6% | +4.7% | -8.8% |
| 3M | -9.3% | -3.5% | -5.8% | -9.3% |
| 6M | -14.2% | +15.4% | -29.7% | -17.5% |
| YTD | -22.0% | +51.2% | -73.2% | -29.3% |
| 1Y | -12.7% | +98.3% | -111.0% | -25.6% |
| 3Y | +26.7% | +651.5% | -624.9% | -22.2% |
| 5Y | -29.3% | +1,411.1% | -1,440.5% | -63.8% |
| 10Y | +21.2% | +1,424.3% | -1,403.1% | -42.5% |
| All | +28.2% | +1,024.7% | -996.6% | -37.9% |
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