-29.9%
BABA vs CMI
+170.2%
-200.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.6% |
| 7D | -0.2% | +1.9% | -2.1% | -1.0% |
| 30D | -12.3% | -12.5% | +0.2% | -7.1% |
| 3M | -5.3% | -16.2% | +10.9% | +1.1% |
| 6M | -13.1% | +4.9% | -17.9% | -17.3% |
| YTD | -22.4% | +11.1% | -33.6% | -29.0% |
| 1Y | -19.5% | +43.4% | -62.9% | -35.6% |
| 3Y | +32.9% | +154.1% | -121.1% | -24.4% |
| 5Y | -29.9% | +169.5% | -199.4% | -63.6% |
| All | -29.9% | +170.2% | -200.1% | -63.6% |
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