+28.2%
BABA vs CLX
+46.6%
-18.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.5% |
| 7D | -4.8% | -9.2% | +4.5% | -3.4% |
| 30D | -11.9% | -11.0% | -0.8% | -10.4% |
| 3M | -9.3% | +5.0% | -14.3% | -10.1% |
| 6M | -14.2% | -18.8% | +4.6% | -12.1% |
| YTD | -22.0% | -4.4% | -17.6% | -21.7% |
| 1Y | -12.7% | -21.9% | +9.1% | -10.1% |
| 3Y | +26.7% | -32.8% | +59.4% | +32.2% |
| 5Y | -29.3% | -34.6% | +5.2% | -27.0% |
| 10Y | +21.2% | -4.7% | +25.9% | +18.0% |
| All | +28.2% | +46.6% | -18.4% | +23.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling