-35.9%
BABA vs CRL
+111.4%
-147.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.7% | -8.4% | -3.7% |
| 7D | +3.8% | +4.4% | -0.5% | +3.8% |
| 30D | -5.4% | +17.1% | -22.5% | -5.8% |
| 3M | -17.9% | +32.1% | -50.0% | -18.6% |
| 6M | -24.1% | +98.9% | -123.0% | -26.1% |
| YTD | -27.4% | +77.1% | -104.6% | -29.9% |
| All | -35.9% | +111.4% | -147.3% | -35.4% |
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