-39.9%
BABA vs CCJ
+166.4%
-206.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -3.4% | -3.6% | -6.3% |
| 7D | -12.7% | +5.0% | -17.7% | -13.6% |
| 30D | -14.9% | -16.7% | +1.8% | -11.8% |
| 3M | -24.6% | -27.5% | +2.9% | -19.8% |
| 6M | -29.3% | -38.6% | +9.3% | -22.3% |
| YTD | -35.0% | -21.5% | -13.5% | -32.7% |
| 1Y | -39.7% | -22.3% | -17.4% | -37.6% |
| 3Y | +21.2% | +69.9% | -48.7% | -3.0% |
| 5Y | -39.9% | +163.6% | -203.5% | -61.3% |
| All | -39.9% | +166.4% | -206.3% | -61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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