+352.8%
CRM vs BABA
+29.8%
+323.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.2% | -2.3% |
| 7D | +1.3% | -4.8% | +6.0% | +2.4% |
| 30D | +34.3% | -11.9% | +46.2% | +38.0% |
| 3M | +37.7% | -9.3% | +47.0% | +40.0% |
| 6M | +34.9% | -14.2% | +49.2% | +38.0% |
| YTD | -1.6% | -22.0% | +20.4% | +2.5% |
| 1Y | +7.1% | -12.7% | +19.8% | +7.3% |
| 3Y | +19.0% | +26.7% | -7.6% | +2.8% |
| 5Y | -1.3% | -29.3% | +28.1% | -4.8% |
| 10Y | +251.2% | +21.2% | +229.9% | +172.3% |
| All | +352.8% | +29.8% | +323.0% | +225.8% |
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