-39.8%
BABA vs CLBK
+27.8%
-67.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | +0.1% |
| 7D | -13.8% | +0.9% | -14.7% | -13.9% |
| 30D | -15.1% | +3.4% | -18.5% | -15.6% |
| 3M | -22.7% | -4.3% | -18.5% | -22.2% |
| 6M | -34.7% | +28.4% | -63.0% | -37.9% |
| YTD | -35.0% | +59.4% | -94.4% | -40.8% |
| 1Y | -40.4% | +64.8% | -105.2% | -46.1% |
| 3Y | +21.9% | +50.6% | -28.7% | +8.8% |
| All | -39.8% | +27.8% | -67.5% | -45.5% |
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