+28.2%
BABA vs CCL
-30.7%
+58.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | -4.8% | -5.0% | +0.3% | -3.8% |
| 30D | -11.9% | -20.3% | +8.5% | -8.0% |
| 3M | -9.3% | -15.1% | +5.9% | -6.7% |
| 6M | -14.2% | -15.1% | +0.9% | -12.3% |
| YTD | -22.0% | -21.8% | -0.3% | -19.3% |
| 1Y | -12.7% | -24.8% | +12.1% | -9.5% |
| 3Y | +26.7% | +51.9% | -25.2% | +9.2% |
| 5Y | -29.3% | +4.0% | -33.4% | -38.9% |
| 10Y | +21.2% | -42.2% | +63.5% | +17.4% |
| All | +28.2% | -30.7% | +58.8% | +15.8% |
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