+16.3%
BABA vs CAG
-8.8%
+25.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.9% | -2.5% |
| 7D | +2.4% | +6.6% | -4.3% | +1.6% |
| 30D | -7.8% | +13.9% | -21.7% | -9.1% |
| 3M | -22.4% | +4.0% | -26.4% | -22.8% |
| 6M | -26.0% | +10.0% | -36.0% | -27.0% |
| YTD | -29.3% | -6.1% | -23.1% | -29.2% |
| 1Y | -37.5% | -4.3% | -33.2% | -37.6% |
| 3Y | +31.9% | -34.6% | +66.5% | +37.1% |
| 5Y | -33.4% | -39.4% | +6.0% | -30.4% |
| 10Y | +15.7% | -34.2% | +49.9% | +15.3% |
| All | +16.3% | -8.8% | +25.1% | +4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling