+22.3%
BABA vs CLF
-18.2%
+40.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -12.2% | +14.9% | +4.1% |
| 7D | +8.6% | -21.0% | +29.5% | +11.4% |
| 30D | -1.1% | -8.0% | +6.9% | -0.7% |
| 3M | -15.9% | -10.9% | -5.0% | -15.5% |
| 6M | -17.5% | +5.8% | -23.4% | -19.5% |
| YTD | -25.6% | -15.1% | -10.5% | -25.9% |
| 1Y | -33.8% | +7.2% | -41.1% | -36.2% |
| 3Y | +34.6% | -34.2% | +68.8% | +32.6% |
| 5Y | -27.7% | -49.6% | +21.9% | -28.0% |
| 10Y | +17.7% | +109.9% | -92.2% | -1.5% |
| All | +22.3% | -18.2% | +40.5% | +5.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling