-12.7%
BABA vs CMG
-11.4%
-1.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.3% |
| 7D | -4.8% | -2.8% | -1.9% | -4.8% |
| 30D | -11.9% | +7.1% | -19.0% | -11.9% |
| 3M | -9.3% | +31.2% | -40.4% | -11.2% |
| 6M | -14.2% | +0.7% | -14.9% | -13.6% |
| YTD | -22.0% | -0.1% | -21.9% | -21.3% |
| 1Y | -12.7% | -10.7% | -2.0% | -7.4% |
| All | -12.7% | -11.4% | -1.3% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 1y: compounded portfolio wealth divided by compounded CMG 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…
1y analysis · Full analysis span regression · 6 months rolling