+19.3%
BABA vs CAG
-8.2%
+27.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.3% | -4.0% | -3.8% |
| 7D | +3.8% | +4.6% | -0.8% | +3.3% |
| 30D | -5.4% | +14.7% | -20.0% | -6.8% |
| 3M | -17.9% | +2.4% | -20.3% | -18.3% |
| 6M | -24.1% | +10.7% | -34.8% | -25.2% |
| YTD | -27.4% | -5.5% | -21.9% | -27.4% |
| 1Y | -36.1% | -4.6% | -31.5% | -36.2% |
| 3Y | +35.4% | -34.4% | +69.8% | +40.7% |
| 5Y | -30.1% | -39.2% | +9.1% | -27.0% |
| 10Y | +15.8% | -39.0% | +54.8% | +18.0% |
| All | +19.3% | -8.2% | +27.5% | +7.2% |
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