+15.8%
BABA vs CRL
+400.8%
-385.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.7% | -8.4% | -5.0% |
| 7D | +3.8% | +4.4% | -0.5% | +2.2% |
| 30D | -5.4% | +17.1% | -22.5% | -10.2% |
| 3M | -17.9% | +32.1% | -50.0% | -24.9% |
| 6M | -24.1% | +98.9% | -123.0% | -39.1% |
| YTD | -27.4% | +77.1% | -104.6% | -40.5% |
| 1Y | -36.1% | +110.3% | -146.3% | -50.5% |
| 3Y | +35.4% | +108.5% | -73.1% | -3.4% |
| 5Y | -30.1% | -7.9% | -22.2% | -33.6% |
| 10Y | +15.8% | +368.9% | -353.1% | -44.1% |
| All | +15.8% | +400.8% | -385.0% | -44.1% |
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