+27.1%
BABA vs CMS
+36.5%
-9.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | -4.8% | +0.4% | -5.1% | -4.8% |
| 30D | -11.9% | -3.6% | -8.3% | -12.0% |
| 3M | -9.3% | -1.9% | -7.4% | -9.8% |
| 6M | -14.2% | -11.0% | -3.3% | -14.3% |
| YTD | -22.0% | +0.2% | -22.2% | -22.5% |
| 1Y | -12.7% | -1.3% | -11.4% | -13.5% |
| All | +27.1% | +36.5% | -9.3% | +18.2% |
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