+15.7%
BABA vs CMG
+382.1%
-366.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.6% |
| 7D | +2.4% | +8.0% | -5.6% | +0.6% |
| 30D | -7.8% | +13.7% | -21.5% | -10.4% |
| 3M | -22.4% | +11.8% | -34.1% | -24.7% |
| 6M | -26.0% | +10.6% | -36.5% | -29.0% |
| YTD | -29.3% | -2.9% | -26.4% | -30.2% |
| 1Y | -37.5% | +17.8% | -55.4% | -41.4% |
| 3Y | +31.9% | -15.3% | +47.2% | +29.9% |
| 5Y | -33.4% | -0.9% | -32.5% | -39.1% |
| 10Y | +15.7% | +358.4% | -342.7% | -16.9% |
| All | +15.7% | +382.1% | -366.4% | -16.9% |
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