-40.4%
BABA vs CCL
+10.1%
-50.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -13.8% | -1.2% | -12.6% | -13.6% |
| 30D | -15.1% | +13.1% | -28.2% | -16.4% |
| 3M | -22.7% | +3.4% | -26.1% | -23.0% |
| 6M | -34.7% | +18.7% | -53.4% | -36.4% |
| YTD | -35.0% | -2.3% | -32.8% | -36.3% |
| 1Y | -40.4% | +14.2% | -54.6% | -39.9% |
| All | -40.4% | +10.1% | -50.5% | -39.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling