+36.3%
BABA vs CFG
+168.6%
-132.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.4% |
| 7D | +11.6% | -0.9% | +12.5% | +11.8% |
| 30D | +2.3% | +1.1% | +1.2% | +2.0% |
| 3M | -13.7% | -12.0% | -1.7% | -11.8% |
| 6M | -21.9% | -2.2% | -19.7% | -22.0% |
| YTD | -24.6% | +11.4% | -36.1% | -26.7% |
| 1Y | -34.1% | +27.8% | -61.9% | -37.5% |
| 3Y | +36.3% | +173.3% | -137.0% | +6.9% |
| All | +36.3% | +168.6% | -132.4% | +6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling