-31.5%
BABA vs CLBK
+67.9%
-99.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -4.8% | +1.2% | -6.0% | -5.0% |
| 30D | -11.9% | +9.1% | -21.0% | -13.7% |
| 3M | -9.3% | +27.7% | -37.0% | -14.3% |
| 6M | -14.2% | +40.8% | -55.1% | -20.8% |
| YTD | -22.0% | +66.4% | -88.4% | -30.8% |
| 1Y | -12.7% | +72.4% | -85.1% | -23.4% |
| 3Y | +26.7% | +50.7% | -24.0% | +11.6% |
| 5Y | -29.3% | +42.9% | -72.3% | -38.4% |
| All | -31.5% | +67.9% | -99.4% | -41.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling