+39.4%
CSCO vs BABA
-36.6%
+75.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.7% | +8.8% | +5.4% |
| 7D | -2.9% | +3.8% | -6.7% | -3.3% |
| 30D | -16.7% | -5.4% | -11.3% | -16.3% |
| 3M | -18.4% | -17.9% | -0.5% | -17.2% |
| 6M | +2.9% | -24.1% | +27.0% | +4.0% |
| YTD | +30.4% | -27.4% | +57.9% | +33.6% |
| All | +39.4% | -36.6% | +75.9% | +43.4% |
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 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