+28.2%
BABA vs CL
+79.1%
-51.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.7% | +1.5% |
| 7D | -4.8% | -2.2% | -2.6% | -4.4% |
| 30D | -11.9% | -4.8% | -7.1% | -11.2% |
| 3M | -9.3% | +4.9% | -14.2% | -10.4% |
| 6M | -14.2% | -5.7% | -8.5% | -13.6% |
| YTD | -22.0% | +14.4% | -36.4% | -24.3% |
| 1Y | -12.7% | +8.7% | -21.5% | -14.6% |
| 3Y | +26.7% | +30.0% | -3.3% | +18.5% |
| 5Y | -29.3% | +28.4% | -57.7% | -34.3% |
| 10Y | +21.2% | +50.1% | -28.8% | +4.5% |
| All | +28.2% | +79.1% | -51.0% | +3.4% |
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