+444.8%
CSCO vs BABA
+23.9%
+420.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +2.6% | -10.3% | -8.0% |
| 7D | -11.9% | +8.6% | -20.4% | -13.0% |
| 30D | -18.8% | -1.1% | -17.8% | -18.8% |
| 3M | -21.2% | -15.9% | -5.3% | -19.4% |
| 6M | +1.9% | -17.5% | +19.4% | +4.1% |
| YTD | +26.1% | -25.6% | +51.7% | +30.4% |
| 1Y | +34.7% | -33.8% | +68.5% | +41.7% |
| 3Y | +94.0% | +34.6% | +59.4% | +76.2% |
| 5Y | +91.6% | -27.7% | +119.2% | +87.6% |
| 10Y | +323.2% | +17.7% | +305.5% | +250.4% |
| All | +444.8% | +23.9% | +420.9% | +316.9% |
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