+15.7%
BABA vs CTAS
+820.8%
-805.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.5% | -2.9% |
| 7D | +2.4% | +0.7% | +1.7% | +2.1% |
| 30D | -7.8% | +11.3% | -19.1% | -11.4% |
| 3M | -22.4% | +11.4% | -33.8% | -25.5% |
| 6M | -26.0% | +35.6% | -61.6% | -34.4% |
| YTD | -29.3% | +20.7% | -50.0% | -34.7% |
| 1Y | -37.5% | +22.8% | -60.3% | -42.7% |
| 3Y | +31.9% | +73.4% | -41.5% | +2.2% |
| 5Y | -33.4% | +117.6% | -151.0% | -53.6% |
| 10Y | +15.7% | +818.4% | -802.7% | -49.9% |
| All | +15.7% | +820.8% | -805.1% | -49.9% |
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