+16.7%
BABA vs CCI
+17.2%
-0.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -0.2% | +0.2% | -0.3% | -0.2% |
| 30D | -12.3% | +0.5% | -12.8% | -12.4% |
| 3M | -5.3% | -16.3% | +11.0% | -1.6% |
| 6M | -13.1% | -13.9% | +0.9% | -10.5% |
| YTD | -22.4% | -12.4% | -10.0% | -20.7% |
| 1Y | -19.5% | -15.2% | -4.3% | -17.3% |
| 3Y | +32.9% | -9.9% | +42.8% | +31.4% |
| 5Y | -29.9% | -50.8% | +21.0% | -19.5% |
| 10Y | +16.7% | +18.3% | -1.6% | +6.0% |
| All | +16.7% | +17.2% | -0.4% | +6.0% |
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