+36.3%
BABA vs CMS
+35.4%
+0.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.2% |
| 7D | +11.6% | -1.3% | +13.0% | +11.6% |
| 30D | +2.3% | +6.3% | -4.0% | +2.5% |
| 3M | -13.7% | -2.1% | -11.6% | -13.8% |
| 6M | -21.9% | -5.1% | -16.8% | -22.2% |
| YTD | -24.6% | +1.3% | -25.9% | -25.0% |
| 1Y | -34.1% | -1.4% | -32.7% | -34.5% |
| 3Y | +36.3% | +36.9% | -0.7% | +30.3% |
| All | +36.3% | +35.4% | +0.9% | +30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling