+28.2%
BABA vs CME
+442.0%
-413.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.5% | +1.3% |
| 7D | -4.8% | -1.6% | -3.2% | -4.4% |
| 30D | -11.9% | +6.2% | -18.1% | -13.2% |
| 3M | -9.3% | +10.4% | -19.7% | -11.5% |
| 6M | -14.2% | -9.5% | -4.7% | -12.7% |
| YTD | -22.0% | +6.0% | -28.1% | -23.7% |
| 1Y | -12.7% | +9.3% | -22.0% | -15.3% |
| 3Y | +26.7% | +57.7% | -31.0% | +9.7% |
| 5Y | -29.3% | +77.7% | -107.0% | -40.7% |
| 10Y | +21.2% | +281.2% | -260.0% | -20.8% |
| All | +28.2% | +442.0% | -413.8% | -27.8% |
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 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