+26.8%
BABA vs CFG
+351.2%
-324.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.1% | +5.8% | +3.4% |
| 7D | +8.6% | -2.2% | +10.7% | +9.1% |
| 30D | -1.1% | +0.4% | -1.5% | -1.2% |
| 3M | -15.9% | -12.6% | -3.3% | -13.2% |
| 6M | -17.5% | +0.6% | -18.2% | -18.1% |
| YTD | -25.6% | +12.4% | -38.0% | -28.2% |
| 1Y | -33.8% | +27.7% | -61.5% | -38.2% |
| 3Y | +34.6% | +172.4% | -137.8% | +1.1% |
| 5Y | -27.7% | +64.0% | -91.6% | -39.3% |
| 10Y | +17.7% | +252.8% | -235.1% | -25.7% |
| All | +26.8% | +351.2% | -324.4% | -25.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling