+22.3%
BABA vs CI
+250.8%
-228.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.9% | +2.9% |
| 7D | +8.6% | +1.0% | +7.5% | +8.4% |
| 30D | -1.1% | +9.9% | -11.0% | -3.0% |
| 3M | -15.9% | +12.1% | -28.0% | -17.9% |
| 6M | -17.5% | +10.6% | -28.2% | -19.5% |
| YTD | -25.6% | +11.4% | -37.0% | -27.6% |
| 1Y | -33.8% | +18.8% | -52.6% | -36.6% |
| 3Y | +34.6% | +2.9% | +31.8% | +29.7% |
| 5Y | -27.7% | +54.5% | -82.2% | -38.6% |
| 10Y | +17.7% | +175.7% | -158.0% | -20.6% |
| All | +22.3% | +250.8% | -228.5% | -27.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling