+23.9%
BABA vs CCL
-12.8%
+36.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +11.6% | +2.6% | +9.0% | +11.0% |
| 30D | +2.3% | +13.1% | -10.8% | -0.3% |
| 3M | -13.7% | +3.3% | -17.0% | -14.7% |
| 6M | -21.9% | +8.7% | -30.6% | -24.0% |
| YTD | -24.6% | -1.6% | -23.1% | -25.8% |
| 1Y | -34.1% | +14.0% | -48.1% | -37.2% |
| 3Y | +36.3% | +145.1% | -108.9% | +6.4% |
| 5Y | -26.7% | +21.2% | -48.0% | -38.8% |
| 10Y | +19.2% | -29.8% | +49.0% | +11.8% |
| All | +23.9% | -12.8% | +36.6% | +6.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling