+11.7%
BABA vs CG
+278.5%
-266.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.3% |
| 7D | -13.8% | +0.2% | -13.9% | -13.9% |
| 30D | -15.1% | +11.2% | -26.3% | -18.5% |
| 3M | -22.7% | -22.1% | -0.7% | -16.4% |
| 6M | -34.7% | -17.9% | -16.8% | -31.0% |
| YTD | -35.0% | -31.3% | -3.7% | -27.6% |
| 1Y | -40.4% | -24.0% | -16.4% | -36.1% |
| 3Y | +21.9% | +45.0% | -23.0% | -4.9% |
| 5Y | -39.9% | -22.6% | -17.2% | -42.5% |
| All | +11.7% | +278.5% | -266.7% | -39.7% |
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