+15.8%
BABA vs CCL
-27.9%
+43.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.2% | -7.9% | -4.5% |
| 7D | +3.8% | +3.1% | +0.8% | +3.1% |
| 30D | -5.4% | +17.5% | -22.9% | -8.3% |
| 3M | -17.9% | +6.8% | -24.8% | -19.4% |
| 6M | -24.1% | +18.7% | -42.8% | -27.2% |
| YTD | -27.4% | +3.0% | -30.5% | -29.1% |
| 1Y | -36.1% | +17.7% | -53.8% | -39.3% |
| 3Y | +35.4% | +155.6% | -120.2% | +6.5% |
| 5Y | -30.1% | +30.2% | -60.3% | -42.1% |
| 10Y | +15.8% | -28.5% | +44.3% | +15.2% |
| All | +15.8% | -27.9% | +43.7% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 10y: compounded portfolio wealth divided by compounded CCL 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…
10y analysis · Full analysis span regression · 6 months rolling