-30.1%
BABA vs CMI
+120.1%
-150.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.6% | -7.4% | -5.2% |
| 7D | +3.8% | -6.8% | +10.6% | +6.5% |
| 30D | -5.4% | -10.9% | +5.5% | -1.1% |
| 3M | -17.9% | -27.3% | +9.4% | -6.4% |
| 6M | -24.1% | -30.9% | +6.8% | -12.6% |
| YTD | -27.4% | -7.7% | -19.8% | -28.4% |
| 1Y | -36.1% | 0.0% | -36.1% | -39.6% |
| 3Y | +35.4% | +130.1% | -94.7% | -21.5% |
| 5Y | -30.1% | +121.5% | -151.6% | -61.2% |
| All | -30.1% | +120.1% | -150.2% | -61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling