+205.1%
CRM vs BABA
+8.5%
+196.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +2.0% | -13.8% | +15.7% | +5.4% |
| 30D | -7.7% | -15.1% | +7.4% | -4.4% |
| 3M | +8.4% | -22.7% | +31.1% | +14.1% |
| 6M | +31.9% | -34.7% | +66.6% | +43.9% |
| YTD | -17.2% | -35.0% | +17.8% | -10.5% |
| 1Y | -8.6% | -40.4% | +31.8% | +0.7% |
| 3Y | +3.1% | +21.9% | -18.8% | -11.1% |
| 5Y | -27.6% | -39.9% | +12.3% | -26.4% |
| All | +205.1% | +8.5% | +196.6% | +129.2% |
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