-30.1%
BABA vs CLF
-47.4%
+17.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +7.0% | -10.7% | -5.0% |
| 7D | +3.8% | -14.1% | +17.9% | +6.4% |
| 30D | -5.4% | -5.5% | +0.2% | -5.3% |
| 3M | -17.9% | 0.0% | -17.9% | -19.3% |
| 6M | -24.1% | +11.3% | -35.3% | -28.0% |
| YTD | -27.4% | -7.7% | -19.8% | -29.5% |
| 1Y | -36.1% | +17.5% | -53.6% | -41.4% |
| 3Y | +35.4% | -25.4% | +60.8% | +29.3% |
| 5Y | -30.1% | -46.0% | +15.9% | -34.1% |
| All | -30.1% | -47.4% | +17.4% | -34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling