-12.7%
BABA vs CLBK
+73.3%
-86.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -4.8% | +1.2% | -6.0% | -4.9% |
| 30D | -11.9% | +9.1% | -21.0% | -12.9% |
| 3M | -9.3% | +27.7% | -37.0% | -12.8% |
| 6M | -14.2% | +40.8% | -55.1% | -19.1% |
| YTD | -22.0% | +66.4% | -88.4% | -29.0% |
| 1Y | -12.7% | +72.4% | -85.1% | -18.4% |
| All | -12.7% | +73.3% | -86.0% | -18.4% |
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