+16.7%
BABA vs CMG
+314.3%
-297.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.5% | -0.4% | -2.3% |
| 7D | -2.2% | -6.5% | +4.3% | -0.7% |
| 30D | -17.3% | +12.1% | -29.4% | -19.5% |
| 3M | -7.8% | +20.6% | -28.3% | -12.7% |
| 6M | -16.8% | +2.1% | -18.9% | -18.3% |
| YTD | -24.7% | -2.6% | -22.1% | -25.4% |
| 1Y | -24.9% | -8.7% | -16.3% | -25.0% |
| 3Y | +29.1% | -7.4% | +36.5% | +24.6% |
| 5Y | -30.5% | -5.7% | -24.9% | -35.6% |
| 10Y | +16.7% | +322.3% | -305.6% | -12.4% |
| All | +16.7% | +314.3% | -297.6% | -12.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling