+22.3%
BABA vs CTAS
+1,447.9%
-1,425.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.8% | +3.1% |
| 7D | +8.6% | +3.8% | +4.7% | +7.1% |
| 30D | -1.1% | +15.5% | -16.6% | -6.6% |
| 3M | -15.9% | +12.7% | -28.6% | -19.8% |
| 6M | -17.5% | +34.5% | -52.0% | -27.2% |
| YTD | -25.6% | +21.3% | -46.9% | -31.7% |
| 1Y | -33.8% | +23.1% | -56.9% | -39.7% |
| 3Y | +34.6% | +79.3% | -44.7% | +1.5% |
| 5Y | -27.7% | +114.7% | -142.4% | -50.1% |
| 10Y | +17.7% | +867.1% | -849.4% | -62.6% |
| All | +22.3% | +1,447.9% | -1,425.6% | -69.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling