+17.1%
BABA vs CTAS
+840.0%
-822.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.9% |
| 7D | +11.6% | +1.2% | +10.5% | +11.2% |
| 30D | +2.3% | +12.8% | -10.5% | -2.2% |
| 3M | -13.7% | +10.3% | -24.0% | -16.8% |
| 6M | -21.9% | +32.0% | -53.9% | -30.1% |
| YTD | -24.6% | +19.1% | -43.8% | -30.0% |
| 1Y | -34.1% | +21.5% | -55.6% | -39.4% |
| 3Y | +36.3% | +76.0% | -39.8% | +4.9% |
| 5Y | -26.7% | +110.9% | -137.6% | -48.3% |
| All | +17.1% | +840.0% | -822.9% | -45.6% |
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