-30.1%
BABA vs CMS
+36.1%
-66.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.5% | -4.3% | -3.7% |
| 7D | +3.8% | -0.9% | +4.7% | +3.8% |
| 30D | -5.4% | +7.1% | -12.4% | -5.6% |
| 3M | -17.9% | -1.3% | -16.6% | -17.9% |
| 6M | -24.1% | -2.7% | -21.4% | -24.2% |
| YTD | -27.4% | +2.6% | -30.1% | -27.8% |
| 1Y | -36.1% | -2.0% | -34.1% | -36.2% |
| 3Y | +35.4% | +39.6% | -4.3% | +30.8% |
| 5Y | -30.1% | +35.3% | -65.4% | -33.2% |
| All | -30.1% | +36.1% | -66.2% | -33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling