-35.9%
BABA vs CL
+27.9%
-63.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.4% | -5.1% | -3.8% |
| 7D | +3.8% | +0.5% | +3.3% | +3.7% |
| 30D | -5.4% | +11.6% | -17.0% | -6.0% |
| 3M | -17.9% | +5.6% | -23.5% | -18.3% |
| 6M | -24.1% | +13.2% | -37.2% | -25.3% |
| YTD | -27.4% | +26.9% | -54.4% | -29.9% |
| All | -35.9% | +27.9% | -63.8% | -38.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling