-39.9%
BABA vs CCI
-36.6%
-3.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.7% | -7.8% | -7.2% |
| 7D | -12.7% | -1.4% | -11.3% | -12.5% |
| 30D | -14.9% | +12.7% | -27.6% | -17.1% |
| 3M | -24.6% | +23.0% | -47.7% | -28.2% |
| 6M | -29.3% | +0.6% | -30.0% | -29.9% |
| YTD | -35.0% | +4.9% | -39.9% | -36.4% |
| 1Y | -39.7% | +0.7% | -40.4% | -40.5% |
| 3Y | +21.2% | +10.2% | +11.0% | +12.7% |
| 5Y | -39.9% | -36.4% | -3.5% | -42.2% |
| All | -39.9% | -36.6% | -3.3% | -42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling