+22.3%
BABA vs CAG
-6.9%
+29.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.7% | -0.1% | +2.3% |
| 7D | +8.6% | +11.4% | -2.8% | +7.3% |
| 30D | -1.1% | +16.7% | -17.7% | -2.8% |
| 3M | -15.9% | +4.5% | -20.4% | -16.5% |
| 6M | -17.5% | +13.3% | -30.9% | -19.0% |
| YTD | -25.6% | -4.2% | -21.4% | -25.7% |
| 1Y | -33.8% | -2.9% | -30.9% | -34.1% |
| 3Y | +34.6% | -33.2% | +67.8% | +39.6% |
| 5Y | -27.7% | -38.4% | +10.7% | -24.5% |
| 10Y | +17.7% | -36.4% | +54.1% | +18.8% |
| All | +22.3% | -6.9% | +29.2% | +9.8% |
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