+361.1%
CSCO vs BABA
+19.8%
+341.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.7% | +0.4% |
| 7D | -0.7% | -4.8% | +4.1% | 0.0% |
| 30D | -10.1% | -11.9% | +1.8% | -8.6% |
| 3M | -15.7% | -9.3% | -6.4% | -14.8% |
| 6M | +36.3% | -14.2% | +50.5% | +38.3% |
| YTD | +43.8% | -22.0% | +65.9% | +47.8% |
| 1Y | +63.9% | -12.7% | +76.6% | +64.6% |
| 3Y | +104.4% | +26.7% | +77.7% | +88.5% |
| 5Y | +111.4% | -29.3% | +140.7% | +111.0% |
| All | +361.1% | +19.8% | +341.3% | +305.4% |
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