-35.9%
BABA vs CME
+15.2%
-51.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.7% |
| 7D | +3.8% | -0.6% | +4.4% | +3.9% |
| 30D | -5.4% | +8.5% | -13.9% | -5.9% |
| 3M | -17.9% | +16.0% | -34.0% | -18.7% |
| 6M | -24.1% | +9.3% | -33.4% | -25.4% |
| YTD | -27.4% | +15.3% | -42.8% | -30.8% |
| All | -35.9% | +15.2% | -51.1% | -39.1% |
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