+28.2%
BABA vs CG
+191.2%
-163.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.8% |
| 7D | -4.8% | -4.3% | -0.4% | -3.3% |
| 30D | -11.9% | -5.1% | -6.8% | -10.7% |
| 3M | -9.3% | +8.7% | -17.9% | -12.6% |
| 6M | -14.2% | -9.2% | -5.0% | -12.4% |
| YTD | -22.0% | -18.9% | -3.2% | -17.6% |
| 1Y | -12.7% | -25.6% | +12.9% | -5.4% |
| 3Y | +26.7% | +57.3% | -30.6% | -2.3% |
| 5Y | -29.3% | +10.2% | -39.5% | -39.7% |
| 10Y | +21.2% | +364.2% | -343.0% | -41.2% |
| All | +28.2% | +191.2% | -163.0% | -27.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling