+22.3%
BABA vs CL
+100.3%
-78.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.7% |
| 7D | +8.6% | +5.9% | +2.6% | +7.5% |
| 30D | -1.1% | +13.8% | -14.8% | -3.3% |
| 3M | -15.9% | +6.4% | -22.3% | -16.9% |
| 6M | -17.5% | +15.6% | -33.2% | -19.9% |
| YTD | -25.6% | +27.9% | -53.5% | -29.2% |
| 1Y | -33.8% | +31.4% | -65.2% | -37.4% |
| 3Y | +34.6% | +41.4% | -6.8% | +24.3% |
| 5Y | -27.7% | +42.8% | -70.4% | -33.9% |
| 10Y | +17.7% | +79.7% | -62.0% | -3.5% |
| All | +22.3% | +100.3% | -78.0% | -3.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling