-35.3%
BABA vs CTAS
+25.6%
-61.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.4% | +2.5% | +4.7% |
| 7D | +4.3% | +7.6% | -3.3% | +3.9% |
| 30D | -5.0% | +17.2% | -22.2% | -6.0% |
| 3M | -18.4% | +12.8% | -31.1% | -19.1% |
| 6M | -20.3% | +38.0% | -58.2% | -21.6% |
| YTD | -27.5% | +22.7% | -50.2% | -28.0% |
| 1Y | -35.3% | +25.6% | -61.0% | -34.8% |
| All | -35.3% | +25.6% | -61.0% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 1y: compounded portfolio wealth divided by compounded CTAS 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…
1y analysis · Full analysis span regression · 6 months rolling