+27.6%
CRM vs BABA
-30.2%
+57.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.1% | +6.9% | -0.6% |
| 7D | -2.2% | -12.7% | +10.5% | -3.0% |
| 30D | -8.6% | -14.9% | +6.3% | -9.5% |
| 3M | +12.7% | -24.6% | +37.4% | +11.2% |
| 6M | +27.6% | -29.3% | +56.9% | +21.1% |
| All | +27.6% | -30.2% | +57.8% | +21.1% |
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 · 6 months rolling