+17.1%
BABA vs CI
+166.5%
-149.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.6% | +3.9% | +1.7% |
| 7D | +11.6% | -1.6% | +13.2% | +11.9% |
| 30D | +2.3% | +5.4% | -3.1% | +1.3% |
| 3M | -13.7% | +7.3% | -20.9% | -14.9% |
| 6M | -21.9% | +5.3% | -27.2% | -22.9% |
| YTD | -24.6% | +8.5% | -33.1% | -26.2% |
| 1Y | -34.1% | +17.1% | -51.2% | -36.4% |
| 3Y | +36.3% | +1.4% | +34.8% | +32.0% |
| 5Y | -26.7% | +50.5% | -77.2% | -36.9% |
| All | +17.1% | +166.5% | -149.4% | -8.7% |
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