-34.1%
BABA vs CLF
+9.8%
-43.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.2% |
| 7D | +11.6% | -19.6% | +31.2% | +13.3% |
| 30D | +2.3% | -5.0% | +7.3% | +1.9% |
| 3M | -13.7% | -6.3% | -7.4% | -14.0% |
| 6M | -21.9% | +2.8% | -24.7% | -23.0% |
| YTD | -24.6% | -13.7% | -10.9% | -26.2% |
| 1Y | -34.1% | +13.6% | -47.7% | -36.4% |
| All | -34.1% | +9.8% | -43.9% | -36.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling