-34.1%
BABA vs CLBK
+60.8%
-94.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.2% |
| 7D | +11.6% | +0.6% | +11.0% | +11.6% |
| 30D | +2.3% | +2.9% | -0.6% | +2.0% |
| 3M | -13.7% | +3.0% | -16.6% | -14.1% |
| 6M | -21.9% | +27.3% | -49.2% | -25.4% |
| YTD | -24.6% | +58.0% | -82.6% | -32.2% |
| 1Y | -34.1% | +62.4% | -96.5% | -40.1% |
| All | -34.1% | +60.8% | -94.9% | -40.1% |
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