+22.3%
BABA vs CME
+494.8%
-472.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +3.0% | +2.7% |
| 7D | +8.6% | +3.7% | +4.9% | +7.7% |
| 30D | -1.1% | +13.7% | -14.8% | -4.0% |
| 3M | -15.9% | +16.6% | -32.5% | -19.0% |
| 6M | -17.5% | +8.2% | -25.7% | -19.3% |
| YTD | -25.6% | +16.3% | -41.9% | -28.7% |
| 1Y | -33.8% | +19.1% | -52.9% | -37.1% |
| 3Y | +34.6% | +67.4% | -32.7% | +15.3% |
| 5Y | -27.7% | +71.0% | -98.6% | -38.7% |
| 10Y | +17.7% | +338.9% | -321.2% | -25.9% |
| All | +22.3% | +494.8% | -472.5% | -32.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling