-39.8%
BABA vs CTAS
+115.4%
-155.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | -13.8% | +1.7% | -15.5% | -14.3% |
| 30D | -15.1% | +8.4% | -23.5% | -17.8% |
| 3M | -22.7% | +13.0% | -35.8% | -26.3% |
| 6M | -34.7% | +39.1% | -73.7% | -43.0% |
| YTD | -35.0% | +21.2% | -56.2% | -40.2% |
| 1Y | -40.4% | +21.6% | -62.0% | -45.3% |
| 3Y | +21.9% | +73.2% | -51.3% | -14.6% |
| All | -39.8% | +115.4% | -155.2% | -67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling