-19.5%
BABA vs CMG
-9.9%
-9.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.2% | -1.5% | +1.3% | -0.2% |
| 30D | -12.3% | +12.7% | -25.0% | -12.5% |
| 3M | -5.3% | +26.3% | -31.6% | -7.4% |
| 6M | -13.1% | +4.5% | -17.6% | -12.9% |
| YTD | -22.4% | -0.1% | -22.3% | -21.7% |
| 1Y | -19.5% | -6.8% | -12.7% | -15.1% |
| All | -19.5% | -9.9% | -9.6% | -15.1% |
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