+15.8%
BABA vs CMG
+381.0%
-365.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.8% | -7.5% | -4.5% |
| 7D | +3.8% | +8.6% | -4.8% | +2.0% |
| 30D | -5.4% | +13.1% | -18.5% | -8.0% |
| 3M | -17.9% | +9.0% | -26.9% | -20.0% |
| 6M | -24.1% | +10.0% | -34.1% | -27.0% |
| YTD | -27.4% | -3.4% | -24.0% | -28.3% |
| 1Y | -36.1% | +16.8% | -52.9% | -39.9% |
| 3Y | +35.4% | -14.7% | +50.1% | +33.1% |
| 5Y | -30.1% | -1.5% | -28.6% | -36.0% |
| 10Y | +15.8% | +383.6% | -367.8% | -14.7% |
| All | +15.8% | +381.0% | -365.2% | -14.7% |
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