+17.1%
BABA vs CLS
+1,628.1%
-1,611.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | +11.6% | -22.2% | +33.8% | +15.5% |
| 30D | +2.3% | -44.4% | +46.7% | +11.2% |
| 3M | -13.7% | -34.3% | +20.6% | -9.3% |
| 6M | -21.9% | -50.1% | +28.2% | -15.3% |
| YTD | -24.6% | -30.1% | +5.4% | -24.0% |
| 1Y | -34.1% | -39.3% | +5.2% | -32.6% |
| 3Y | +36.3% | +732.7% | -696.5% | -28.2% |
| 5Y | -26.7% | +1,777.2% | -1,803.9% | -69.5% |
| All | +17.1% | +1,628.1% | -1,611.0% | -56.0% |
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