-31.3%
BABA vs CLS
+3,233.5%
-3,264.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.2% |
| 7D | -4.8% | +4.6% | -9.3% | -5.5% |
| 30D | -11.9% | -13.9% | +2.0% | -10.4% |
| 3M | -9.3% | -26.6% | +17.3% | -6.2% |
| 6M | -14.2% | +15.4% | -29.7% | -18.0% |
| YTD | -22.0% | +5.7% | -27.7% | -25.0% |
| 1Y | -12.7% | +41.1% | -53.8% | -21.2% |
| 3Y | +26.7% | +1,228.6% | -1,201.9% | -43.5% |
| All | -31.3% | +3,233.5% | -3,264.8% | -78.8% |
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