-19.5%
BABA vs CLX
-24.4%
+4.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.2% |
| 7D | -0.2% | -3.5% | +3.4% | +0.6% |
| 30D | -12.3% | -11.9% | -0.4% | -9.9% |
| 3M | -5.3% | -2.6% | -2.7% | -5.2% |
| 6M | -13.1% | -18.2% | +5.1% | -10.5% |
| YTD | -22.4% | -5.9% | -16.5% | -19.8% |
| 1Y | -19.5% | -23.8% | +4.4% | -10.1% |
| All | -19.5% | -24.4% | +4.9% | -10.1% |
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