+21.9%
BABA vs CME
+65.9%
-44.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | 0.0% |
| 7D | -13.8% | +3.9% | -17.7% | -13.6% |
| 30D | -15.1% | +11.3% | -26.4% | -14.8% |
| 3M | -22.7% | +19.6% | -42.3% | -22.2% |
| 6M | -34.7% | +8.1% | -42.8% | -35.1% |
| YTD | -35.0% | +20.4% | -55.4% | -34.8% |
| 1Y | -40.4% | +16.5% | -56.9% | -40.5% |
| 3Y | +21.9% | +66.4% | -44.5% | +21.6% |
| All | +21.9% | +65.9% | -44.0% | +21.6% |
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 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