+16.0%
BABA vs CNC
+155.3%
-139.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.2% |
| 7D | -3.6% | -7.3% | +3.7% | -2.6% |
| 30D | -8.4% | +5.2% | -13.5% | -9.2% |
| 3M | -20.6% | +8.6% | -29.2% | -21.8% |
| 6M | -25.4% | +25.1% | -50.4% | -28.3% |
| YTD | -30.1% | +71.3% | -101.4% | -36.7% |
| 1Y | -36.3% | +99.3% | -135.6% | -43.9% |
| 3Y | +30.4% | -1.9% | +32.3% | +24.5% |
| 5Y | -35.7% | -6.4% | -29.3% | -39.1% |
| 10Y | +16.0% | +178.1% | -162.1% | -14.0% |
| All | +16.0% | +155.3% | -139.3% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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