-68.9%
CBRS vs BABA
-24.6%
-44.3%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -3.7% | +11.5% | +9.4% |
| 7D | +0.4% | +3.8% | -3.5% | -2.1% |
| 30D | -41.1% | -5.4% | -35.7% | -39.0% |
| 3M | -57.4% | -17.9% | -39.4% | -52.2% |
| All | -68.9% | -24.6% | -44.3% | -55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA 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 BABA 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 · Available span rolling