+25.9%
CSCO vs BABA
-41.9%
+67.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | 0.0% | -6.3% | -6.2% |
| 7D | +1.9% | -13.8% | +15.7% | +2.8% |
| 30D | -15.8% | -15.1% | -0.7% | -15.0% |
| 3M | -15.4% | -22.7% | +7.4% | -14.1% |
| 6M | -5.4% | -34.7% | +29.3% | -3.4% |
| YTD | +26.5% | -35.0% | +61.5% | +30.1% |
| 1Y | +25.9% | -40.4% | +66.3% | +29.7% |
| All | +25.9% | -41.9% | +67.8% | +29.7% |
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 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