+11.7%
BABA vs CFG
+216.2%
-204.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | -13.8% | +3.2% | -17.0% | -14.4% |
| 30D | -15.1% | +5.1% | -20.2% | -16.1% |
| 3M | -22.7% | -11.2% | -11.5% | -20.7% |
| 6M | -34.7% | +9.6% | -44.2% | -36.4% |
| YTD | -35.0% | +15.0% | -50.0% | -37.6% |
| 1Y | -40.4% | +29.9% | -70.3% | -44.4% |
| 3Y | +21.9% | +192.1% | -170.2% | -8.8% |
| 5Y | -39.9% | +62.3% | -102.2% | -49.2% |
| All | +11.7% | +216.2% | -204.5% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling