+15.7%
BABA vs CI
+147.8%
-132.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.5% | -5.1% | -3.0% |
| 7D | +2.4% | +2.6% | -0.3% | +1.9% |
| 30D | -7.8% | +7.3% | -15.1% | -9.0% |
| 3M | -22.4% | +9.5% | -31.9% | -23.8% |
| 6M | -26.0% | +6.4% | -32.4% | -27.1% |
| YTD | -29.3% | +12.0% | -41.3% | -31.1% |
| 1Y | -37.5% | +20.1% | -57.6% | -40.0% |
| 3Y | +31.9% | +9.6% | +22.3% | +25.7% |
| 5Y | -33.4% | +52.7% | -86.1% | -42.9% |
| 10Y | +15.7% | +150.3% | -134.6% | -15.8% |
| All | +15.7% | +147.8% | -132.1% | -15.8% |
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