+16.0%
BABA vs CI
+145.0%
-129.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.5% |
| 7D | -4.8% | +1.3% | -6.1% | -5.0% |
| 30D | -11.9% | +4.4% | -16.3% | -12.6% |
| 3M | -9.3% | +0.7% | -9.9% | -9.6% |
| 6M | -14.2% | +0.3% | -14.6% | -14.6% |
| YTD | -22.0% | +3.8% | -25.8% | -22.9% |
| 1Y | -12.7% | -5.5% | -7.2% | -12.6% |
| 3Y | +26.7% | +8.1% | +18.5% | +20.5% |
| 5Y | -29.3% | +42.8% | -72.1% | -38.6% |
| All | +16.0% | +145.0% | -129.0% | -10.6% |
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