+11.7%
BABA vs CG
+274.5%
-262.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -4.3% | -2.8% | -5.6% |
| 7D | -12.7% | -1.5% | -11.2% | -12.3% |
| 30D | -14.9% | +5.7% | -20.6% | -16.9% |
| 3M | -24.6% | -17.9% | -6.8% | -20.1% |
| 6M | -29.3% | -20.2% | -9.1% | -24.7% |
| YTD | -35.0% | -32.0% | -3.0% | -27.3% |
| 1Y | -39.7% | -27.0% | -12.7% | -34.4% |
| 3Y | +21.2% | +42.8% | -21.6% | -5.0% |
| 5Y | -39.9% | -23.4% | -16.5% | -42.3% |
| All | +11.7% | +274.5% | -262.9% | -39.5% |
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