-35.9%
BABA vs CMS
-1.1%
-34.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.5% | -4.3% | -3.6% |
| 7D | +3.8% | -0.9% | +4.7% | +3.5% |
| 30D | -5.4% | +7.1% | -12.4% | -3.3% |
| 3M | -17.9% | -1.3% | -16.6% | -18.5% |
| 6M | -24.1% | -2.7% | -21.4% | -25.5% |
| YTD | -27.4% | +2.6% | -30.1% | -24.8% |
| All | -35.9% | -1.1% | -34.8% | -36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling