+28.2%
BABA vs CAG
-8.2%
+36.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.4% |
| 7D | -4.8% | -3.8% | -1.0% | -4.4% |
| 30D | -11.9% | +3.1% | -15.0% | -12.3% |
| 3M | -9.3% | +23.5% | -32.7% | -11.7% |
| 6M | -14.2% | -14.8% | +0.6% | -12.9% |
| YTD | -22.0% | -5.4% | -16.6% | -21.9% |
| 1Y | -12.7% | -11.8% | -0.9% | -12.0% |
| 3Y | +26.7% | -36.7% | +63.3% | +32.3% |
| 5Y | -29.3% | -40.3% | +10.9% | -26.0% |
| 10Y | +21.2% | -37.0% | +58.2% | +22.6% |
| All | +28.2% | -8.2% | +36.3% | +15.3% |
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 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