-40.4%
BABA vs CCI
+2.5%
-42.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.2% | -0.1% |
| 7D | -13.8% | +2.5% | -16.3% | -14.0% |
| 30D | -15.1% | +14.4% | -29.5% | -16.4% |
| 3M | -22.7% | +21.7% | -44.4% | -25.0% |
| 6M | -34.7% | +4.0% | -38.7% | -36.1% |
| YTD | -35.0% | +6.2% | -41.2% | -38.2% |
| 1Y | -40.4% | +5.4% | -45.8% | -43.6% |
| All | -40.4% | +2.5% | -42.9% | -43.6% |
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