+17.1%
BABA vs CRL
+386.8%
-369.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.8% | -6.6% | -0.8% |
| 7D | +11.6% | -6.1% | +17.7% | +13.0% |
| 30D | +2.3% | +12.4% | -10.1% | -1.8% |
| 3M | -13.7% | +27.1% | -40.8% | -20.1% |
| 6M | -21.9% | +85.7% | -107.6% | -36.1% |
| YTD | -24.6% | +69.2% | -93.8% | -37.3% |
| 1Y | -34.1% | +97.5% | -131.6% | -48.0% |
| 3Y | +36.3% | +86.1% | -49.8% | +1.4% |
| 5Y | -26.7% | -10.0% | -16.7% | -30.1% |
| All | +17.1% | +386.8% | -369.7% | -39.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling