+11.7%
BABA vs CI
+146.2%
-134.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -13.8% | +1.2% | -14.9% | -13.9% |
| 30D | -15.1% | +2.6% | -17.7% | -15.6% |
| 3M | -22.7% | +7.4% | -30.2% | -23.9% |
| 6M | -34.7% | -0.1% | -34.6% | -34.9% |
| YTD | -35.0% | +9.7% | -44.8% | -36.5% |
| 1Y | -40.4% | +12.1% | -52.5% | -42.0% |
| 3Y | +21.9% | +7.0% | +14.9% | +16.7% |
| 5Y | -39.9% | +49.7% | -89.6% | -48.3% |
| All | +11.7% | +146.2% | -134.5% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 10y: compounded portfolio wealth divided by compounded CI 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…
10y analysis · Full analysis span regression · 6 months rolling