-3.1%
BABA vs CRCL
+47.9%
-51.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.3% |
| 7D | -4.8% | +17.1% | -21.9% | -5.5% |
| 30D | -11.9% | +61.3% | -73.2% | -14.3% |
| 3M | -9.3% | +12.7% | -22.0% | -10.2% |
| 6M | -14.2% | -3.1% | -11.2% | -14.8% |
| YTD | -22.0% | +28.7% | -50.7% | -23.7% |
| 1Y | -12.7% | -13.1% | +0.4% | -13.0% |
| All | -3.1% | +47.9% | -51.0% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRCL.
Daily Out/Under-Performance
Portfolio return minus CRCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRCL 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 CRCL 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