+31.1%
BABA vs CL
+38.6%
-7.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -3.6% | -0.8% | -2.8% | -3.5% |
| 30D | -8.4% | +9.5% | -17.9% | -8.9% |
| 3M | -20.6% | +6.8% | -27.4% | -21.0% |
| 6M | -25.4% | +14.3% | -39.7% | -26.4% |
| YTD | -30.1% | +27.0% | -57.1% | -31.8% |
| 1Y | -36.3% | +26.3% | -62.6% | -37.8% |
| All | +31.1% | +38.6% | -7.4% | +34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling