+16.0%
BABA vs CTAS
+650.4%
-634.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | -4.8% | -1.8% | -2.9% | -4.1% |
| 30D | -11.9% | -0.2% | -11.7% | -11.8% |
| 3M | -9.3% | +11.7% | -21.0% | -13.4% |
| 6M | -14.2% | +0.7% | -15.0% | -15.1% |
| YTD | -22.0% | +7.4% | -29.4% | -24.8% |
| 1Y | -12.7% | -2.1% | -10.6% | -12.9% |
| 3Y | +26.7% | +62.9% | -36.3% | 0.0% |
| 5Y | -29.3% | +111.9% | -141.2% | -50.4% |
| All | +16.0% | +650.4% | -634.5% | -50.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling