+16.3%
BABA vs CCJ
+316.6%
-300.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.3% | +0.8% | -1.9% |
| 7D | +2.4% | +0.4% | +1.9% | +2.1% |
| 30D | -7.8% | -17.2% | +9.5% | -4.6% |
| 3M | -22.4% | -25.1% | +2.7% | -18.4% |
| 6M | -26.0% | -37.6% | +11.6% | -19.7% |
| YTD | -29.3% | -20.4% | -8.9% | -27.2% |
| 1Y | -37.5% | -22.5% | -15.0% | -35.5% |
| 3Y | +31.9% | +72.5% | -40.6% | +10.4% |
| 5Y | -33.4% | +179.9% | -213.3% | -51.3% |
| 10Y | +15.7% | +772.6% | -756.9% | -37.6% |
| All | +16.3% | +316.6% | -300.3% | -29.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling