+104.7%
CSCO vs BABA
+32.4%
+72.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +4.8% |
| YTD | +30.4% | -27.4% | +57.9% | +33.1% |
| 1Y | +41.4% | -36.1% | +77.4% | +45.8% |
| 3Y | +104.7% | +35.4% | +69.3% | +101.4% |
| All | +104.7% | +32.4% | +72.3% | +101.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling