-31.3%
BABA vs CCL
+5.2%
-36.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | -4.8% | -5.0% | +0.3% | -3.5% |
| 30D | -11.9% | -20.3% | +8.5% | -7.0% |
| 3M | -9.3% | -15.1% | +5.9% | -6.1% |
| 6M | -14.2% | -15.1% | +0.9% | -11.9% |
| YTD | -22.0% | -21.8% | -0.3% | -18.7% |
| 1Y | -12.7% | -24.8% | +12.1% | -8.7% |
| 3Y | +26.7% | +51.9% | -25.2% | +1.8% |
| All | -31.3% | +5.2% | -36.5% | -47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling