-33.4%
BABA vs CME
+72.0%
-105.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -2.8% |
| 7D | +2.4% | +1.7% | +0.7% | +2.0% |
| 30D | -7.8% | +10.2% | -17.9% | -9.7% |
| 3M | -22.4% | +17.8% | -40.2% | -25.2% |
| 6M | -26.0% | +11.0% | -37.0% | -27.9% |
| YTD | -29.3% | +17.0% | -46.3% | -32.4% |
| 1Y | -37.5% | +15.8% | -53.3% | -40.2% |
| 3Y | +31.9% | +61.8% | -29.9% | +9.0% |
| 5Y | -33.4% | +72.5% | -105.9% | -46.8% |
| All | -33.4% | +72.0% | -105.4% | -46.8% |
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