+93.0%
CSCO vs BABA
+32.7%
+60.3%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +2.6% | -10.3% | -7.8% |
| 7D | -11.9% | +8.6% | -20.4% | -12.5% |
| 30D | -18.8% | -1.1% | -17.8% | -18.8% |
| 3M | -21.2% | -15.9% | -5.3% | -20.1% |
| 6M | +1.9% | -17.5% | +19.4% | +3.0% |
| YTD | +26.1% | -25.6% | +51.7% | +28.4% |
| 1Y | +34.7% | -33.8% | +68.5% | +38.6% |
| All | +93.0% | +32.7% | +60.3% | +93.8% |
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