-30.1%
BABA vs CMG
-0.9%
-29.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.8% | -7.5% | -4.6% |
| 7D | +3.8% | +8.6% | -4.8% | +1.8% |
| 30D | -5.4% | +13.1% | -18.5% | -8.2% |
| 3M | -17.9% | +9.0% | -26.9% | -20.2% |
| 6M | -24.1% | +10.0% | -34.1% | -27.6% |
| YTD | -27.4% | -3.4% | -24.0% | -28.3% |
| 1Y | -36.1% | +16.8% | -52.9% | -40.8% |
| 3Y | +35.4% | -14.7% | +50.1% | +27.3% |
| 5Y | -30.1% | -1.5% | -28.6% | -38.7% |
| All | -30.1% | -0.9% | -29.2% | -38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling