-28.3%
BABA vs CLBK
+24.6%
-52.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.1% |
| 7D | +11.6% | +0.6% | +11.0% | +11.5% |
| 30D | +2.3% | +2.9% | -0.6% | +1.7% |
| 3M | -13.7% | +3.0% | -16.6% | -14.3% |
| 6M | -21.9% | +27.3% | -49.2% | -25.6% |
| YTD | -24.6% | +58.0% | -82.6% | -31.3% |
| 1Y | -34.1% | +62.4% | -96.5% | -40.3% |
| 3Y | +36.3% | +46.9% | -10.7% | +22.2% |
| All | -28.3% | +24.6% | -52.8% | -34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling