+28.2%
BABA vs CCJ
+475.9%
-447.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | -4.8% | +0.7% | -5.5% | -4.9% |
| 30D | -11.9% | +6.9% | -18.8% | -13.3% |
| 3M | -9.3% | -11.6% | +2.4% | -7.6% |
| 6M | -14.2% | -16.2% | +2.0% | -12.1% |
| YTD | -22.0% | +10.1% | -32.1% | -24.4% |
| 1Y | -12.7% | +32.3% | -45.0% | -19.5% |
| 3Y | +26.7% | +171.3% | -144.6% | -3.1% |
| 5Y | -29.3% | +372.4% | -401.7% | -53.3% |
| 10Y | +21.2% | +1,070.0% | -1,048.8% | -37.9% |
| All | +28.2% | +475.9% | -447.8% | -26.7% |
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