+16.0%
BABA vs CL
+50.5%
-34.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.7% | +1.5% |
| 7D | -4.8% | -2.2% | -2.6% | -4.5% |
| 30D | -11.9% | -4.8% | -7.1% | -11.3% |
| 3M | -9.3% | +4.9% | -14.2% | -10.2% |
| 6M | -14.2% | -5.7% | -8.5% | -13.8% |
| YTD | -22.0% | +14.4% | -36.4% | -23.9% |
| 1Y | -12.7% | +8.7% | -21.5% | -14.2% |
| 3Y | +26.7% | +30.0% | -3.3% | +20.1% |
| 5Y | -29.3% | +28.4% | -57.7% | -33.4% |
| All | +16.0% | +50.5% | -34.5% | +6.3% |
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