+32.9%
BABA vs CMI
+156.7%
-123.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.6% |
| 7D | -0.2% | +1.9% | -2.1% | -0.9% |
| 30D | -12.3% | -12.5% | +0.2% | -8.0% |
| 3M | -5.3% | -16.2% | +10.9% | 0.0% |
| 6M | -13.1% | +4.9% | -17.9% | -16.9% |
| YTD | -22.4% | +11.1% | -33.6% | -28.2% |
| 1Y | -19.5% | +43.4% | -62.9% | -33.4% |
| 3Y | +32.9% | +154.1% | -121.1% | -16.1% |
| All | +32.9% | +156.7% | -123.8% | -16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling