-31.3%
BABA vs CME
+78.2%
-109.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.5% | +1.3% |
| 7D | -4.8% | -1.6% | -3.2% | -4.5% |
| 30D | -11.9% | +6.2% | -18.1% | -13.1% |
| 3M | -9.3% | +10.4% | -19.7% | -11.4% |
| 6M | -14.2% | -9.5% | -4.7% | -12.7% |
| YTD | -22.0% | +6.0% | -28.1% | -23.8% |
| 1Y | -12.7% | +9.3% | -22.0% | -15.6% |
| 3Y | +26.7% | +57.7% | -31.0% | +3.1% |
| All | -31.3% | +78.2% | -109.5% | -46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling