+15.7%
BABA vs CMS
+134.3%
-118.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.9% | -2.5% |
| 7D | +2.4% | +0.5% | +1.9% | +2.3% |
| 30D | -7.8% | +7.4% | -15.2% | -8.1% |
| 3M | -22.4% | +1.9% | -24.2% | -22.4% |
| 6M | -26.0% | -2.3% | -23.7% | -26.0% |
| YTD | -29.3% | +3.0% | -32.2% | -29.6% |
| 1Y | -37.5% | -2.8% | -34.7% | -37.5% |
| 3Y | +31.9% | +37.9% | -6.0% | +28.2% |
| 5Y | -33.4% | +34.0% | -67.4% | -35.4% |
| 10Y | +15.7% | +138.1% | -122.4% | +9.0% |
| All | +15.7% | +134.3% | -118.6% | +9.0% |
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