+16.7%
BABA vs CMI
+501.9%
-485.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.4% |
| 7D | -2.2% | +0.7% | -2.9% | -2.4% |
| 30D | -17.3% | -12.3% | -5.0% | -13.0% |
| 3M | -7.8% | -16.8% | +9.0% | -1.8% |
| 6M | -16.8% | +1.5% | -18.3% | -18.8% |
| YTD | -24.7% | +9.8% | -34.5% | -29.3% |
| 1Y | -24.9% | +42.6% | -67.5% | -37.1% |
| 3Y | +29.1% | +151.0% | -121.9% | -16.0% |
| 5Y | -30.5% | +167.0% | -197.5% | -56.6% |
| 10Y | +16.7% | +512.2% | -495.5% | -50.5% |
| All | +16.7% | +501.9% | -485.2% | -50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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