+40.5%
CSCO vs BABA
-40.8%
+81.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.1% | +8.3% | +1.7% |
| 7D | +6.6% | -12.7% | +19.3% | +7.4% |
| 30D | -11.3% | -14.9% | +3.5% | -10.4% |
| 3M | -17.3% | -24.6% | +7.3% | -15.7% |
| 6M | +3.5% | -29.3% | +32.9% | +4.9% |
| YTD | +34.9% | -35.0% | +69.9% | +39.0% |
| 1Y | +40.5% | -39.7% | +80.2% | +45.5% |
| All | +40.5% | -40.8% | +81.3% | +45.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling