+14.9%
BABA vs CMI
+353.4%
-338.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.2% | -1.9% |
| 7D | -3.6% | -1.8% | -1.8% | -3.1% |
| 30D | -8.4% | -12.2% | +3.9% | -4.1% |
| 3M | -20.6% | -26.5% | +5.9% | -11.1% |
| 6M | -25.4% | -33.6% | +8.2% | -13.9% |
| YTD | -30.1% | -8.3% | -21.8% | -29.9% |
| 1Y | -36.3% | -1.3% | -35.0% | -38.1% |
| 3Y | +30.4% | +124.8% | -94.4% | -10.7% |
| 5Y | -35.7% | +119.9% | -155.6% | -56.2% |
| 10Y | +16.0% | +335.9% | -319.9% | -42.3% |
| All | +14.9% | +353.4% | -338.5% | -44.9% |
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