+11.7%
BABA vs CRL
+350.3%
-338.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.9% | +0.2% |
| 7D | -13.8% | +0.1% | -13.9% | -13.9% |
| 30D | -15.1% | +11.9% | -27.0% | -18.4% |
| 3M | -22.7% | +20.2% | -42.9% | -27.4% |
| 6M | -34.7% | +107.5% | -142.2% | -48.3% |
| YTD | -35.0% | +69.4% | -104.4% | -46.1% |
| 1Y | -40.4% | +99.7% | -140.1% | -53.2% |
| 3Y | +21.9% | +98.8% | -76.9% | -11.9% |
| 5Y | -39.9% | -12.4% | -27.5% | -42.1% |
| All | +11.7% | +350.3% | -338.5% | -45.3% |
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 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