+15.8%
BABA vs CME
+320.1%
-304.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.6% |
| 7D | +3.8% | -0.6% | +4.4% | +4.0% |
| 30D | -5.4% | +8.5% | -13.9% | -7.1% |
| 3M | -17.9% | +16.0% | -34.0% | -20.7% |
| 6M | -24.1% | +9.3% | -33.4% | -25.8% |
| YTD | -27.4% | +15.3% | -42.8% | -30.3% |
| 1Y | -36.1% | +14.4% | -50.5% | -38.5% |
| 3Y | +35.4% | +59.9% | -24.6% | +17.7% |
| 5Y | -30.1% | +69.4% | -99.5% | -40.4% |
| 10Y | +15.8% | +299.5% | -283.7% | -16.9% |
| All | +15.8% | +320.1% | -304.3% | -16.9% |
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