-17.5%
BABA vs CRL
+79.2%
-96.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.1% | +6.7% | +2.1% |
| 7D | +8.6% | -16.8% | +25.3% | +6.6% |
| 30D | -1.1% | +2.6% | -3.7% | -1.1% |
| 3M | -15.9% | +20.1% | -36.0% | -14.1% |
| 6M | -17.5% | +68.8% | -86.4% | -10.9% |
| All | -17.5% | +79.2% | -96.7% | -10.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling