-24.9%
BABA vs CNC
+119.8%
-144.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.8% |
| 7D | -2.2% | -4.9% | +2.7% | -1.8% |
| 30D | -17.3% | -3.8% | -13.6% | -17.1% |
| 3M | -7.8% | -3.2% | -4.5% | -7.7% |
| 6M | -16.8% | +47.9% | -64.6% | -19.4% |
| YTD | -24.7% | +55.7% | -80.4% | -28.2% |
| 1Y | -24.9% | +106.2% | -131.2% | -35.3% |
| All | -24.9% | +119.8% | -144.7% | -35.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling