+36.3%
BABA vs CAG
-34.1%
+70.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.4% |
| 7D | +11.6% | +5.8% | +5.8% | +11.2% |
| 30D | +2.3% | +16.4% | -14.1% | +1.3% |
| 3M | -13.7% | +3.8% | -17.5% | -13.9% |
| 6M | -21.9% | +10.8% | -32.7% | -22.6% |
| YTD | -24.6% | -5.8% | -18.8% | -24.7% |
| 1Y | -34.1% | -2.4% | -31.7% | -34.6% |
| 3Y | +36.3% | -33.4% | +69.7% | +33.3% |
| All | +36.3% | -34.1% | +70.3% | +33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling