-28.3%
BABA vs CLF
-51.2%
+23.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.0% |
| 7D | +11.6% | -19.6% | +31.2% | +16.0% |
| 30D | +2.3% | -5.0% | +7.3% | +2.2% |
| 3M | -13.7% | -6.3% | -7.4% | -14.0% |
| 6M | -21.9% | +2.8% | -24.7% | -24.8% |
| YTD | -24.6% | -13.7% | -10.9% | -25.7% |
| 1Y | -34.1% | +13.6% | -47.7% | -39.2% |
| 3Y | +36.3% | -34.0% | +70.2% | +34.3% |
| All | -28.3% | -51.2% | +23.0% | -30.8% |
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