-36.3%
BABA vs CTAS
+23.7%
-59.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.0% | -1.2% |
| 7D | -3.6% | -0.8% | -2.8% | -3.5% |
| 30D | -8.4% | +10.7% | -19.1% | -9.0% |
| 3M | -20.6% | +11.0% | -31.6% | -21.3% |
| 6M | -25.4% | +38.7% | -64.1% | -26.9% |
| YTD | -30.1% | +21.8% | -51.9% | -30.5% |
| 1Y | -36.3% | +23.6% | -59.9% | -36.2% |
| All | -36.3% | +23.7% | -59.9% | -36.2% |
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