-28.3%
BABA vs CG
-22.2%
-6.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +1.9% | +1.5% |
| 7D | +11.6% | -1.2% | +12.8% | +11.9% |
| 30D | +2.3% | +5.0% | -2.7% | +0.3% |
| 3M | -13.7% | -18.2% | +4.5% | -8.4% |
| 6M | -21.9% | -20.7% | -1.2% | -16.7% |
| YTD | -24.6% | -31.4% | +6.8% | -16.0% |
| 1Y | -34.1% | -22.3% | -11.8% | -30.0% |
| 3Y | +36.3% | +50.2% | -13.9% | -0.7% |
| All | -28.3% | -22.2% | -6.1% | -32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling