+16.0%
BABA vs CFG
+317.4%
-301.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.3% | +1.3% |
| 7D | -4.8% | +1.5% | -6.3% | -5.1% |
| 30D | -11.9% | -3.8% | -8.1% | -11.2% |
| 3M | -9.3% | +11.5% | -20.8% | -11.8% |
| 6M | -14.2% | +19.2% | -33.4% | -18.1% |
| YTD | -22.0% | +23.7% | -45.7% | -26.2% |
| 1Y | -12.7% | +38.8% | -51.6% | -19.8% |
| 3Y | +26.7% | +178.9% | -152.2% | -3.9% |
| 5Y | -29.3% | +101.8% | -131.1% | -42.7% |
| All | +16.0% | +317.4% | -301.5% | -19.2% |
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