+280.7%
CRM vs BABA
+8.2%
+272.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.1% | +6.9% | +1.5% |
| 7D | -2.2% | -12.7% | +10.5% | +0.9% |
| 30D | -8.6% | -14.9% | +6.3% | -5.3% |
| 3M | +12.7% | -24.6% | +37.4% | +19.6% |
| 6M | +27.6% | -29.3% | +56.9% | +36.6% |
| YTD | -17.3% | -35.0% | +17.7% | -10.5% |
| 1Y | -10.8% | -39.7% | +28.9% | -1.8% |
| 3Y | +3.8% | +21.2% | -17.4% | -10.4% |
| 5Y | -27.7% | -39.9% | +12.2% | -27.5% |
| 10Y | +197.3% | +7.8% | +189.4% | +135.2% |
| All | +280.7% | +8.2% | +272.5% | +184.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling