-28.3%
BABA vs CAG
-39.4%
+11.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.4% |
| 7D | +11.6% | +5.8% | +5.8% | +11.1% |
| 30D | +2.3% | +16.4% | -14.1% | +0.9% |
| 3M | -13.7% | +3.8% | -17.5% | -14.1% |
| 6M | -21.9% | +10.8% | -32.7% | -22.8% |
| YTD | -24.6% | -5.8% | -18.8% | -24.6% |
| 1Y | -34.1% | -2.4% | -31.7% | -34.5% |
| 3Y | +36.3% | -33.4% | +69.7% | +41.1% |
| All | -28.3% | -39.4% | +11.2% | -25.4% |
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