+17.1%
BABA vs CMS
+125.4%
-108.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.4% |
| 7D | +11.6% | -1.3% | +13.0% | +11.7% |
| 30D | +2.3% | +6.3% | -4.0% | +1.9% |
| 3M | -13.7% | -2.1% | -11.6% | -13.6% |
| 6M | -21.9% | -5.1% | -16.8% | -21.8% |
| YTD | -24.6% | +1.3% | -25.9% | -24.9% |
| 1Y | -34.1% | -1.4% | -32.7% | -34.2% |
| 3Y | +36.3% | +36.9% | -0.7% | +32.3% |
| 5Y | -26.7% | +32.5% | -59.3% | -29.0% |
| All | +17.1% | +125.4% | -108.4% | +8.4% |
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