+19.3%
BABA vs CMI
+356.6%
-337.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.6% | -7.4% | -5.1% |
| 7D | +3.8% | -6.8% | +10.6% | +6.3% |
| 30D | -5.4% | -10.9% | +5.5% | -1.5% |
| 3M | -17.9% | -27.3% | +9.4% | -7.8% |
| 6M | -24.1% | -30.9% | +6.8% | -13.9% |
| YTD | -27.4% | -7.7% | -19.8% | -27.4% |
| 1Y | -36.1% | 0.0% | -36.1% | -38.1% |
| 3Y | +35.4% | +130.1% | -94.7% | -8.1% |
| 5Y | -30.1% | +121.5% | -151.6% | -52.5% |
| 10Y | +15.8% | +339.4% | -323.5% | -42.5% |
| All | +19.3% | +356.6% | -337.3% | -43.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling