+28.2%
BABA vs CLF
-9.3%
+37.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +1.1% |
| 7D | -4.8% | +7.6% | -12.3% | -5.7% |
| 30D | -11.9% | -1.2% | -10.7% | -11.9% |
| 3M | -9.3% | -13.4% | +4.1% | -8.3% |
| 6M | -14.2% | +15.4% | -29.7% | -16.8% |
| YTD | -22.0% | -5.9% | -16.2% | -22.8% |
| 1Y | -12.7% | +18.8% | -31.5% | -16.7% |
| 3Y | +26.7% | -19.4% | +46.1% | +22.5% |
| 5Y | -29.3% | -47.7% | +18.4% | -29.7% |
| 10Y | +21.2% | +130.4% | -109.1% | +0.8% |
| All | +28.2% | -9.3% | +37.5% | +10.3% |
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