+23.9%
BABA vs CCJ
+307.6%
-283.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.3% | -3.1% | +0.4% |
| 7D | +11.6% | -7.3% | +18.9% | +13.2% |
| 30D | +2.3% | -20.0% | +22.2% | +6.6% |
| 3M | -13.7% | -23.8% | +10.2% | -9.6% |
| 6M | -21.9% | -42.4% | +20.5% | -13.9% |
| YTD | -24.6% | -22.1% | -2.6% | -22.1% |
| 1Y | -34.1% | -20.8% | -13.3% | -32.2% |
| 3Y | +36.3% | +75.7% | -39.5% | +13.6% |
| 5Y | -26.7% | +167.4% | -194.2% | -46.0% |
| 10Y | +19.2% | +826.3% | -807.1% | -36.5% |
| All | +23.9% | +307.6% | -283.7% | -24.4% |
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