+34.5%
BABA vs CME
+67.1%
-32.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +3.0% | +2.6% |
| 7D | +8.6% | +3.7% | +4.9% | +8.7% |
| 30D | -1.1% | +13.7% | -14.8% | -0.6% |
| 3M | -15.9% | +16.6% | -32.5% | -15.4% |
| 6M | -17.5% | +8.2% | -25.7% | -17.9% |
| YTD | -25.6% | +16.3% | -41.9% | -25.4% |
| 1Y | -33.8% | +19.1% | -52.9% | -33.5% |
| All | +34.5% | +67.1% | -32.5% | +36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling