+15.8%
BABA vs CL
+76.2%
-60.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.4% | -5.1% | -3.9% |
| 7D | +3.8% | +0.5% | +3.3% | +3.7% |
| 30D | -5.4% | +11.6% | -17.0% | -6.8% |
| 3M | -17.9% | +5.6% | -23.5% | -18.6% |
| 6M | -24.1% | +13.2% | -37.2% | -25.6% |
| YTD | -27.4% | +26.9% | -54.4% | -30.1% |
| 1Y | -36.1% | +27.3% | -63.4% | -38.5% |
| 3Y | +35.4% | +39.7% | -4.4% | +27.6% |
| 5Y | -30.1% | +41.3% | -71.4% | -34.7% |
| 10Y | +15.8% | +76.3% | -60.4% | +0.7% |
| All | +15.8% | +76.2% | -60.4% | +0.7% |
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