+17.6%
BABA vs CAG
-36.5%
+54.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.4% |
| 7D | -4.8% | -3.8% | -1.0% | -4.4% |
| 30D | -11.9% | +3.1% | -15.0% | -12.2% |
| 3M | -9.3% | +23.5% | -32.7% | -11.2% |
| 6M | -14.2% | -14.8% | +0.6% | -13.2% |
| YTD | -22.0% | -5.4% | -16.6% | -22.0% |
| 1Y | -12.7% | -11.8% | -0.9% | -12.1% |
| 3Y | +26.7% | -36.7% | +63.3% | +31.1% |
| 5Y | -29.3% | -40.3% | +10.9% | -26.6% |
| All | +17.6% | -36.5% | +54.1% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling