-36.3%
BABA vs CNC
+102.9%
-139.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.2% |
| 7D | -3.6% | -7.3% | +3.7% | -3.5% |
| 30D | -8.4% | +5.2% | -13.5% | -8.5% |
| 3M | -20.6% | +8.6% | -29.2% | -20.7% |
| 6M | -25.4% | +25.1% | -50.4% | -25.3% |
| YTD | -30.1% | +71.3% | -101.4% | -29.7% |
| 1Y | -36.3% | +99.3% | -135.6% | -36.1% |
| All | -36.3% | +102.9% | -139.2% | -36.1% |
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