+15.7%
BABA vs CRL
+353.6%
-337.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -2.0% |
| 7D | +2.4% | -1.7% | +4.1% | +2.4% |
| 30D | -7.8% | +14.6% | -22.3% | -12.0% |
| 3M | -22.4% | +24.8% | -47.2% | -27.8% |
| 6M | -26.0% | +94.7% | -120.7% | -40.3% |
| YTD | -29.3% | +73.4% | -102.6% | -41.7% |
| 1Y | -37.5% | +104.7% | -142.2% | -51.2% |
| 3Y | +31.9% | +101.1% | -69.1% | -4.8% |
| 5Y | -33.4% | -10.8% | -22.6% | -36.2% |
| 10Y | +15.7% | +358.8% | -343.1% | -43.7% |
| All | +15.7% | +353.6% | -337.9% | -43.7% |
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