+434.1%
CSCO vs BABA
+25.5%
+408.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.2% | -2.1% |
| 7D | -10.2% | +11.6% | -21.8% | -11.8% |
| 30D | -20.1% | +2.3% | -22.3% | -20.4% |
| 3M | -22.4% | -13.7% | -8.7% | -20.8% |
| 6M | +2.8% | -21.9% | +24.7% | +6.0% |
| YTD | +23.6% | -24.6% | +48.3% | +27.6% |
| 1Y | +34.0% | -34.1% | +68.1% | +41.1% |
| 3Y | +89.3% | +36.3% | +53.0% | +71.6% |
| 5Y | +87.9% | -26.7% | +114.6% | +83.5% |
| 10Y | +314.9% | +19.2% | +295.7% | +242.8% |
| All | +434.1% | +25.5% | +408.7% | +308.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling