-39.8%
BABA vs CLS
+1,955.9%
-1,995.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.4% | +5.4% | +0.7% |
| 7D | -13.8% | +16.3% | -30.1% | -15.6% |
| 30D | -15.1% | -25.7% | +10.6% | -12.3% |
| 3M | -22.7% | -30.9% | +8.1% | -19.8% |
| 6M | -34.7% | -35.5% | +0.8% | -32.3% |
| YTD | -35.0% | -18.7% | -16.3% | -36.0% |
| 1Y | -40.4% | -17.9% | -22.5% | -41.8% |
| 3Y | +21.9% | +838.1% | -816.2% | -44.6% |
| All | -39.8% | +1,955.9% | -1,995.7% | -82.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling