-39.9%
BABA vs CLX
-21.9%
-18.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.3% | -8.3% | -7.3% |
| 7D | -12.7% | +8.5% | -21.2% | -14.1% |
| 30D | -14.9% | +30.0% | -44.9% | -19.2% |
| 3M | -24.6% | +3.8% | -28.4% | -25.4% |
| 6M | -29.3% | +24.6% | -54.0% | -32.7% |
| YTD | -35.0% | +12.8% | -47.8% | -36.9% |
| 1Y | -39.7% | +8.6% | -48.3% | -41.1% |
| 3Y | +21.2% | -8.6% | +29.8% | +21.2% |
| 5Y | -39.9% | -21.8% | -18.1% | -41.7% |
| All | -39.9% | -21.9% | -18.0% | -41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling