+15.7%
BABA vs CG
+308.6%
-292.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.0% |
| 7D | +2.4% | +2.0% | +0.4% | +1.4% |
| 30D | -7.8% | +8.5% | -16.3% | -10.8% |
| 3M | -22.4% | -12.1% | -10.2% | -19.6% |
| 6M | -26.0% | -16.4% | -9.5% | -22.4% |
| YTD | -29.3% | -28.0% | -1.3% | -22.5% |
| 1Y | -37.5% | -18.9% | -18.6% | -34.6% |
| 3Y | +31.9% | +51.2% | -19.3% | +1.4% |
| 5Y | -33.4% | -15.9% | -17.6% | -38.2% |
| 10Y | +15.7% | +305.9% | -290.2% | -37.0% |
| All | +15.7% | +308.6% | -292.9% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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