+31.1%
BABA vs CAG
-35.9%
+67.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -1.0% |
| 7D | -3.6% | -1.8% | -1.8% | -3.5% |
| 30D | -8.4% | +9.7% | -18.0% | -8.9% |
| 3M | -20.6% | +0.5% | -21.1% | -20.6% |
| 6M | -25.4% | +8.9% | -34.3% | -26.0% |
| YTD | -30.1% | -8.4% | -21.7% | -30.0% |
| 1Y | -36.3% | -8.3% | -28.0% | -36.3% |
| All | +31.1% | -35.9% | +67.0% | +28.1% |
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