-35.7%
BABA vs CG
-17.8%
-18.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.7% |
| 7D | -3.6% | -3.8% | +0.2% | -2.6% |
| 30D | -8.4% | +7.5% | -15.9% | -11.0% |
| 3M | -20.6% | -14.4% | -6.2% | -17.1% |
| 6M | -25.4% | -15.7% | -9.7% | -22.1% |
| YTD | -30.1% | -29.0% | -1.1% | -23.1% |
| 1Y | -36.3% | -22.1% | -14.2% | -32.4% |
| 3Y | +30.4% | +49.1% | -18.8% | -4.3% |
| 5Y | -35.7% | -18.4% | -17.3% | -39.6% |
| All | -35.7% | -17.8% | -18.0% | -39.6% |
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