+232.4%
CRM vs BABA
+18.5%
+214.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | -8.1% | -2.9% | -5.2% | -7.5% |
| 30D | +23.1% | -15.1% | +38.1% | +27.4% |
| 3M | +42.5% | -5.0% | +47.6% | +43.3% |
| 6M | +25.3% | -19.9% | +45.3% | +30.3% |
| YTD | -7.8% | -25.3% | +17.5% | -3.0% |
| 1Y | +1.0% | -23.9% | +24.9% | +4.8% |
| 3Y | +10.0% | +28.1% | -18.1% | -5.6% |
| 5Y | -3.9% | -31.4% | +27.5% | -5.6% |
| All | +232.4% | +18.5% | +214.0% | +148.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling