+22.3%
BABA vs CLS
+1,807.6%
-1,785.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -13.0% | +15.7% | +4.7% |
| 7D | +8.6% | -27.3% | +35.8% | +13.8% |
| 30D | -1.1% | -47.0% | +45.9% | +8.8% |
| 3M | -15.9% | -43.3% | +27.4% | -9.3% |
| 6M | -17.5% | -50.8% | +33.2% | -10.0% |
| YTD | -25.6% | -30.4% | +4.8% | -24.9% |
| 1Y | -33.8% | -41.7% | +7.9% | -31.8% |
| 3Y | +34.6% | +701.4% | -666.8% | -29.4% |
| 5Y | -27.7% | +1,767.8% | -1,795.4% | -70.3% |
| 10Y | +17.7% | +1,636.8% | -1,619.1% | -54.8% |
| All | +22.3% | +1,807.6% | -1,785.3% | -56.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling