+34.5%
BABA vs CCL
+137.7%
-103.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.5% | +8.2% | +3.4% |
| 7D | +8.6% | +2.6% | +6.0% | +8.2% |
| 30D | -1.1% | +11.3% | -12.4% | -2.5% |
| 3M | -15.9% | +0.3% | -16.2% | -16.1% |
| 6M | -17.5% | +16.1% | -33.7% | -19.6% |
| YTD | -25.6% | -1.6% | -24.0% | -26.3% |
| 1Y | -33.8% | +11.8% | -45.6% | -35.6% |
| All | +34.5% | +137.7% | -103.1% | +8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling