+11.7%
BABA vs CMS
+136.3%
-124.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.6% | -6.5% | -7.0% |
| 7D | -12.7% | -1.3% | -11.4% | -12.6% |
| 30D | -14.9% | +5.3% | -20.1% | -15.1% |
| 3M | -24.6% | -0.3% | -24.3% | -24.6% |
| 6M | -29.3% | -4.0% | -25.3% | -29.3% |
| YTD | -35.0% | +2.1% | -37.2% | -35.3% |
| 1Y | -39.7% | -4.7% | -35.0% | -39.6% |
| 3Y | +21.2% | +36.8% | -15.6% | +17.9% |
| 5Y | -39.9% | +34.9% | -74.7% | -41.7% |
| All | +11.7% | +136.3% | -124.6% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling