+11.7%
BABA vs CLF
+74.2%
-62.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.6% |
| 7D | -13.8% | +10.4% | -24.2% | -15.3% |
| 30D | -15.1% | +0.6% | -15.7% | -16.0% |
| 3M | -22.7% | +4.1% | -26.9% | -24.4% |
| 6M | -34.7% | +15.1% | -49.8% | -38.0% |
| YTD | -35.0% | -4.7% | -30.3% | -36.9% |
| 1Y | -40.4% | +20.4% | -60.8% | -44.7% |
| 3Y | +21.9% | -23.4% | +45.3% | +15.8% |
| 5Y | -39.9% | -43.3% | +3.4% | -41.7% |
| All | +11.7% | +74.2% | -62.5% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 10y: compounded portfolio wealth divided by compounded CLF 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…
10y analysis · Full analysis span regression · 6 months rolling