-27.7%
BABA vs CFG
+61.9%
-89.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.1% | +5.8% | +3.6% |
| 7D | +8.6% | -2.2% | +10.7% | +9.3% |
| 30D | -1.1% | +0.4% | -1.5% | -1.3% |
| 3M | -15.9% | -12.6% | -3.3% | -12.6% |
| 6M | -17.5% | +0.6% | -18.2% | -18.3% |
| YTD | -25.6% | +12.4% | -38.0% | -29.1% |
| 1Y | -33.8% | +27.7% | -61.5% | -39.5% |
| 3Y | +34.6% | +172.4% | -137.8% | -11.3% |
| 5Y | -27.7% | +64.0% | -91.6% | -42.8% |
| All | -27.7% | +61.9% | -89.5% | -42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling