-35.3%
BABA vs CLX
-6.5%
-28.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.7% | -0.8% | +3.5% |
| 7D | +4.3% | +14.2% | -9.9% | +0.9% |
| 30D | -5.0% | +22.7% | -27.6% | -9.6% |
| 3M | -18.4% | -2.8% | -15.6% | -18.2% |
| 6M | -20.3% | +17.7% | -38.0% | -24.6% |
| YTD | -27.5% | +3.3% | -30.9% | -25.8% |
| 1Y | -35.3% | -5.6% | -29.7% | -35.1% |
| All | -35.3% | -6.5% | -28.8% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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