+19.2%
BABA vs CL
+100.4%
-81.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.3% | +1.6% | +4.3% |
| 7D | +4.3% | +7.7% | -3.4% | +3.0% |
| 30D | -5.0% | +15.2% | -20.2% | -7.4% |
| 3M | -18.4% | +7.3% | -25.7% | -19.5% |
| 6M | -20.3% | +17.0% | -37.3% | -22.8% |
| YTD | -27.5% | +28.0% | -55.5% | -31.0% |
| 1Y | -35.3% | +32.1% | -67.4% | -38.9% |
| 3Y | +31.2% | +41.5% | -10.3% | +21.1% |
| 5Y | -32.1% | +43.9% | -76.0% | -38.1% |
| 10Y | +14.7% | +79.8% | -65.1% | -6.0% |
| All | +19.2% | +100.4% | -81.3% | -5.8% |
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