-37.5%
BABA vs CME
+16.9%
-54.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -2.6% |
| 7D | +2.4% | +1.7% | +0.7% | +2.3% |
| 30D | -7.8% | +10.2% | -17.9% | -8.4% |
| 3M | -22.4% | +17.8% | -40.2% | -23.1% |
| 6M | -26.0% | +11.0% | -37.0% | -27.3% |
| YTD | -29.3% | +17.0% | -46.3% | -32.6% |
| 1Y | -37.5% | +15.8% | -53.3% | -40.7% |
| All | -37.5% | +16.9% | -54.4% | -40.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling