-71.2%
CBRS vs BABA
-21.7%
-49.5%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.3% | +8.5% | +9.1% |
| 7D | -17.9% | +11.6% | -29.5% | -22.8% |
| 30D | -48.8% | +2.3% | -51.1% | -49.1% |
| 3M | -57.6% | -13.7% | -43.9% | -53.5% |
| All | -71.2% | -21.7% | -49.5% | -58.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling