-65.0%
CBRS vs BABA
-32.4%
-32.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | 0.0% | +11.2% | +11.2% |
| 7D | +21.2% | -13.8% | +35.0% | +28.8% |
| 30D | -23.2% | -15.1% | -8.1% | -16.8% |
| 3M | -52.9% | -22.7% | -30.2% | -46.5% |
| All | -65.0% | -32.4% | -32.6% | -47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling