+34.5%
BABA vs CL
+41.3%
-6.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | +8.6% | +5.9% | +2.6% | +8.1% |
| 30D | -1.1% | +13.8% | -14.8% | -2.0% |
| 3M | -15.9% | +6.4% | -22.3% | -16.3% |
| 6M | -17.5% | +15.6% | -33.2% | -18.8% |
| YTD | -25.6% | +27.9% | -53.5% | -27.4% |
| 1Y | -33.8% | +31.4% | -65.2% | -35.6% |
| All | +34.5% | +41.3% | -6.8% | +37.9% |
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