-3.4%
CRM vs BABA
-32.1%
+28.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.9% | -1.6% |
| 7D | -5.0% | -2.2% | -2.8% | -4.7% |
| 30D | +23.6% | -17.3% | +40.9% | +27.0% |
| 3M | +39.6% | -7.8% | +47.4% | +40.8% |
| 6M | +23.4% | -16.8% | +40.2% | +25.9% |
| YTD | -7.4% | -24.7% | +17.3% | -4.2% |
| 1Y | -2.3% | -24.9% | +22.6% | +0.4% |
| 3Y | +10.5% | +29.1% | -18.6% | -0.1% |
| All | -3.4% | -32.1% | +28.7% | -9.7% |
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 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