-34.1%
BABA vs CRL
+101.2%
-135.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.8% | -6.6% | +1.3% |
| 7D | +11.6% | -6.1% | +17.7% | +11.7% |
| 30D | +2.3% | +12.4% | -10.1% | +1.8% |
| 3M | -13.7% | +27.1% | -40.8% | -14.4% |
| 6M | -21.9% | +85.7% | -107.6% | -23.8% |
| YTD | -24.6% | +69.2% | -93.8% | -27.3% |
| 1Y | -34.1% | +97.5% | -131.6% | -33.9% |
| All | -34.1% | +101.2% | -135.3% | -33.9% |
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