-24.9%
BABA vs CCI
-16.2%
-8.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -2.9% |
| 7D | -2.2% | -0.3% | -1.9% | -2.2% |
| 30D | -17.3% | +2.1% | -19.5% | -17.4% |
| 3M | -7.8% | -17.8% | +10.1% | -7.2% |
| 6M | -16.8% | -14.2% | -2.6% | -16.3% |
| YTD | -24.7% | -13.3% | -11.3% | -25.0% |
| 1Y | -24.9% | -16.6% | -8.3% | -25.9% |
| All | -24.9% | -16.2% | -8.7% | -25.9% |
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