-39.8%
BABA vs CAG
-41.0%
+1.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.1% |
| 7D | -13.8% | -3.3% | -10.4% | -13.5% |
| 30D | -15.1% | +7.7% | -22.8% | -15.7% |
| 3M | -22.7% | -3.2% | -19.6% | -22.5% |
| 6M | -34.7% | +7.0% | -41.6% | -35.2% |
| YTD | -35.0% | -9.0% | -26.0% | -34.8% |
| 1Y | -40.4% | -9.6% | -30.8% | -40.2% |
| 3Y | +21.9% | -36.0% | +57.9% | +26.9% |
| All | -39.8% | -41.0% | +1.2% | -37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling