+35.4%
BABA vs CG
+52.0%
-16.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +6.6% | -10.3% | -4.9% |
| 7D | +3.8% | +3.0% | +0.8% | +3.1% |
| 30D | -5.4% | +10.1% | -15.5% | -7.2% |
| 3M | -17.9% | -10.8% | -7.1% | -16.5% |
| 6M | -24.1% | -15.2% | -8.9% | -22.1% |
| YTD | -27.4% | -26.9% | -0.5% | -23.6% |
| 1Y | -36.1% | -17.0% | -19.0% | -34.4% |
| 3Y | +35.4% | +54.6% | -19.3% | +13.4% |
| All | +35.4% | +52.0% | -16.6% | +13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling