-39.7%
BABA vs CLS
-24.5%
-15.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +4.6% | -11.6% | -7.3% |
| 7D | -12.7% | +23.5% | -36.2% | -13.9% |
| 30D | -14.9% | -28.9% | +14.1% | -12.5% |
| 3M | -24.6% | -25.2% | +0.5% | -23.2% |
| 6M | -29.3% | -32.1% | +2.7% | -27.5% |
| YTD | -35.0% | -14.1% | -21.0% | -35.2% |
| 1Y | -39.7% | -24.1% | -15.6% | -39.7% |
| All | -39.7% | -24.5% | -15.2% | -39.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling