-35.3%
BABA vs CRL
+85.3%
-120.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -7.3% | +12.2% | +4.9% |
| 7D | +4.3% | -12.8% | +17.0% | +4.4% |
| 30D | -5.0% | +5.0% | -10.0% | -5.3% |
| 3M | -18.4% | +39.4% | -57.7% | -19.2% |
| 6M | -20.3% | +89.4% | -109.6% | -22.8% |
| YTD | -27.5% | +63.6% | -91.1% | -30.0% |
| 1Y | -35.3% | +83.5% | -118.8% | -36.3% |
| All | -35.3% | +85.3% | -120.7% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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