+28.2%
BABA vs CRL
+372.2%
-344.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +2.9% | +1.8% |
| 7D | -4.8% | -1.0% | -3.7% | -4.5% |
| 30D | -11.9% | +10.7% | -22.6% | -14.6% |
| 3M | -9.3% | +55.3% | -64.5% | -21.3% |
| 6M | -14.2% | +60.7% | -74.9% | -27.3% |
| YTD | -22.0% | +44.6% | -66.7% | -32.1% |
| 1Y | -12.7% | +77.7% | -90.5% | -29.4% |
| 3Y | +26.7% | +37.6% | -11.0% | +4.1% |
| 5Y | -29.3% | -35.8% | +6.5% | -24.9% |
| 10Y | +21.2% | +241.7% | -220.5% | -39.2% |
| All | +28.2% | +372.2% | -344.0% | -47.6% |
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