+17.1%
BABA vs CLX
+19.4%
-2.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | +11.6% | +13.6% | -2.0% | +9.6% |
| 30D | +2.3% | +23.4% | -21.1% | -0.7% |
| 3M | -13.7% | -2.8% | -10.8% | -13.5% |
| 6M | -21.9% | +14.0% | -35.9% | -23.6% |
| YTD | -24.6% | +4.2% | -28.8% | -25.3% |
| 1Y | -34.1% | -1.2% | -32.9% | -34.3% |
| 3Y | +36.3% | -12.7% | +48.9% | +37.4% |
| 5Y | -26.7% | -26.5% | -0.2% | -25.7% |
| All | +17.1% | +19.4% | -2.3% | +12.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling