+34.5%
BABA vs CLS
+699.8%
-665.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -13.0% | +15.7% | +3.5% |
| 7D | +8.6% | -27.3% | +35.8% | +10.8% |
| 30D | -1.1% | -47.0% | +45.9% | +3.1% |
| 3M | -15.9% | -43.3% | +27.4% | -13.1% |
| 6M | -17.5% | -50.8% | +33.2% | -14.2% |
| YTD | -25.6% | -30.4% | +4.8% | -24.8% |
| 1Y | -33.8% | -41.7% | +7.9% | -32.7% |
| All | +34.5% | +699.8% | -665.3% | +8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling