-10.0%
CRM vs BABA
-34.7%
+24.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.9% | -2.7% | +2.4% |
| 7D | -6.2% | +4.3% | -10.5% | -6.0% |
| 30D | -1.2% | -5.0% | +3.8% | -1.5% |
| 3M | +19.1% | -18.4% | +37.5% | +18.3% |
| 6M | +23.0% | -20.3% | +43.2% | +21.0% |
| YTD | -13.7% | -27.5% | +13.8% | -12.8% |
| 1Y | -10.0% | -35.3% | +25.3% | -11.3% |
| All | -10.0% | -34.7% | +24.7% | -11.3% |
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 · 6 months rolling