-39.8%
BABA vs CTAS
+115.9%
-155.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.4% | +0.1% |
| 7D | -13.8% | +2.0% | -15.7% | -14.4% |
| 30D | -15.1% | +8.7% | -23.8% | -17.8% |
| 3M | -22.7% | +13.3% | -36.0% | -26.4% |
| 6M | -34.7% | +39.4% | -74.1% | -43.1% |
| YTD | -35.0% | +21.5% | -56.5% | -40.3% |
| 1Y | -40.4% | +21.9% | -62.3% | -45.4% |
| 3Y | +21.9% | +73.6% | -51.7% | -14.7% |
| All | -39.8% | +115.9% | -155.6% | -68.0% |
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