+16.7%
BABA vs CME
+282.5%
-265.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.3% |
| 7D | -0.2% | -2.9% | +2.7% | +0.4% |
| 30D | -12.3% | +5.5% | -17.8% | -13.3% |
| 3M | -5.3% | +11.0% | -16.3% | -7.6% |
| 6M | -13.1% | -9.7% | -3.4% | -11.5% |
| YTD | -22.4% | +4.9% | -27.3% | -23.8% |
| 1Y | -19.5% | +10.1% | -29.6% | -21.9% |
| 3Y | +32.9% | +53.5% | -20.6% | +16.5% |
| 5Y | -29.9% | +77.2% | -107.0% | -40.7% |
| 10Y | +16.7% | +282.1% | -265.4% | -10.6% |
| All | +16.7% | +282.5% | -265.7% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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