-39.8%
BABA vs CRL
-12.1%
-27.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.9% | +0.2% |
| 7D | -13.8% | +0.1% | -13.9% | -13.8% |
| 30D | -15.1% | +11.9% | -27.0% | -17.8% |
| 3M | -22.7% | +20.2% | -42.9% | -26.5% |
| 6M | -34.7% | +107.5% | -142.2% | -45.9% |
| YTD | -35.0% | +69.4% | -104.4% | -44.0% |
| 1Y | -40.4% | +99.7% | -140.1% | -51.0% |
| 3Y | +21.9% | +98.8% | -76.9% | -8.0% |
| All | -39.8% | -12.1% | -27.7% | -39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling