+22.3%
BABA vs CRL
+412.3%
-390.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.1% | +6.7% | +3.8% |
| 7D | +8.6% | -16.8% | +25.3% | +13.9% |
| 30D | -1.1% | +2.6% | -3.7% | -2.7% |
| 3M | -15.9% | +20.1% | -36.0% | -21.2% |
| 6M | -17.5% | +68.8% | -86.4% | -31.2% |
| YTD | -25.6% | +56.9% | -82.5% | -37.3% |
| 1Y | -33.8% | +86.7% | -120.5% | -47.5% |
| 3Y | +34.6% | +72.1% | -37.5% | +1.3% |
| 5Y | -27.7% | -16.6% | -11.1% | -30.1% |
| 10Y | +17.7% | +359.0% | -341.3% | -47.6% |
| All | +22.3% | +412.3% | -390.0% | -51.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling