+17.1%
BABA vs CCI
+51.9%
-34.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.6% | +3.9% | +1.9% |
| 7D | +11.6% | -0.1% | +11.7% | +11.6% |
| 30D | +2.3% | +28.4% | -26.1% | -3.7% |
| 3M | -13.7% | +20.0% | -33.7% | -17.6% |
| 6M | -21.9% | +0.8% | -22.7% | -22.7% |
| YTD | -24.6% | +3.6% | -28.3% | -26.2% |
| 1Y | -34.1% | +6.1% | -40.2% | -36.0% |
| 3Y | +36.3% | +7.2% | +29.0% | +29.1% |
| 5Y | -26.7% | -37.0% | +10.3% | -21.0% |
| All | +17.1% | +51.9% | -34.9% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 10y: compounded portfolio wealth divided by compounded CCI 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…
10y analysis · Full analysis span regression · 6 months rolling