+11.7%
BABA vs CLS
+1,916.3%
-1,904.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.4% | +5.4% | +0.8% |
| 7D | -13.8% | +16.3% | -30.1% | -15.9% |
| 30D | -15.1% | -25.7% | +10.6% | -11.9% |
| 3M | -22.7% | -30.9% | +8.1% | -19.5% |
| 6M | -34.7% | -35.5% | +0.8% | -32.1% |
| YTD | -35.0% | -18.7% | -16.3% | -36.1% |
| 1Y | -40.4% | -17.9% | -22.5% | -42.0% |
| 3Y | +21.9% | +838.1% | -816.2% | -36.8% |
| 5Y | -39.9% | +1,971.9% | -2,011.8% | -75.3% |
| All | +11.7% | +1,916.3% | -1,904.6% | -58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 10y: compounded portfolio wealth divided by compounded CLS 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…
10y analysis · Full analysis span regression · 6 months rolling