+28.2%
BABA vs CMI
+448.8%
-420.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | +0.2% |
| 7D | -4.8% | -0.7% | -4.0% | -4.5% |
| 30D | -11.9% | -13.4% | +1.5% | -6.9% |
| 3M | -9.3% | -17.0% | +7.7% | -3.4% |
| 6M | -14.2% | -1.6% | -12.6% | -15.2% |
| YTD | -22.0% | +11.0% | -33.0% | -26.9% |
| 1Y | -12.7% | +41.9% | -54.6% | -26.2% |
| 3Y | +26.7% | +151.8% | -125.2% | -16.4% |
| 5Y | -29.3% | +163.6% | -192.9% | -54.9% |
| 10Y | +21.2% | +472.9% | -451.7% | -45.5% |
| All | +28.2% | +448.8% | -420.7% | -42.6% |
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 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