-37.5%
BABA vs CCI
+5.8%
-43.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.3% | -2.7% |
| 7D | +2.4% | +3.2% | -0.8% | +2.0% |
| 30D | -7.8% | +12.2% | -20.0% | -8.8% |
| 3M | -22.4% | +23.1% | -45.5% | -24.4% |
| 6M | -26.0% | +1.3% | -27.2% | -27.5% |
| YTD | -29.3% | +4.5% | -33.8% | -32.4% |
| 1Y | -37.5% | +2.3% | -39.8% | -41.1% |
| All | -37.5% | +5.8% | -43.4% | -41.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling