+22.3%
BABA vs CMS
+243.9%
-221.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.1% | +2.7% |
| 7D | +8.6% | +1.7% | +6.9% | +8.5% |
| 30D | -1.1% | +8.6% | -9.7% | -1.7% |
| 3M | -15.9% | -0.5% | -15.4% | -15.9% |
| 6M | -17.5% | -4.2% | -13.4% | -17.4% |
| YTD | -25.6% | +3.4% | -29.0% | -26.0% |
| 1Y | -33.8% | +0.4% | -34.3% | -34.0% |
| 3Y | +34.6% | +38.2% | -3.6% | +30.1% |
| 5Y | -27.7% | +35.4% | -63.1% | -30.3% |
| 10Y | +17.7% | +131.7% | -114.0% | +5.6% |
| All | +22.3% | +243.9% | -221.6% | +5.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling