+11.7%
BABA vs CL
+88.0%
-76.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.2% |
| 7D | -13.8% | +3.2% | -17.0% | -14.1% |
| 30D | -15.1% | +8.0% | -23.1% | -16.0% |
| 3M | -22.7% | +7.9% | -30.6% | -23.6% |
| 6M | -34.7% | +14.7% | -49.4% | -36.1% |
| YTD | -35.0% | +29.2% | -64.2% | -37.5% |
| 1Y | -40.4% | +29.5% | -69.9% | -42.8% |
| 3Y | +21.9% | +40.7% | -18.7% | +15.0% |
| 5Y | -39.9% | +43.9% | -83.7% | -43.8% |
| All | +11.7% | +88.0% | -76.3% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 10y: compounded portfolio wealth divided by compounded CL 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…
10y analysis · Full analysis span regression · 6 months rolling