-35.3%
BABA vs CLBK
+65.7%
-101.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.9% | +4.0% | +4.8% |
| 7D | +4.3% | +4.6% | -0.3% | +3.9% |
| 30D | -5.0% | -1.5% | -3.5% | -4.8% |
| 3M | -18.4% | +4.4% | -22.8% | -18.9% |
| 6M | -20.3% | +31.7% | -51.9% | -24.1% |
| YTD | -27.5% | +58.7% | -86.2% | -34.4% |
| 1Y | -35.3% | +64.9% | -100.2% | -40.7% |
| All | -35.3% | +65.7% | -101.1% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 1y: compounded portfolio wealth divided by compounded CLBK 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…
1y analysis · Full analysis span regression · 6 months rolling