+36.3%
BABA vs CTAS
+75.4%
-39.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.5% |
| 7D | +11.6% | +1.2% | +10.5% | +11.5% |
| 30D | +2.3% | +12.8% | -10.5% | +0.6% |
| 3M | -13.7% | +10.3% | -24.0% | -14.9% |
| 6M | -21.9% | +32.0% | -53.9% | -25.0% |
| YTD | -24.6% | +19.1% | -43.8% | -26.6% |
| 1Y | -34.1% | +21.5% | -55.6% | -36.0% |
| 3Y | +36.3% | +76.0% | -39.8% | +14.6% |
| All | +36.3% | +75.4% | -39.2% | +14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling