+32.9%
BABA vs CNC
-2.0%
+34.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.2% | -0.2% |
| 7D | -0.2% | -1.0% | +0.8% | -0.1% |
| 30D | -12.3% | -1.8% | -10.5% | -12.2% |
| 3M | -5.3% | -0.7% | -4.6% | -5.4% |
| 6M | -13.1% | +47.9% | -61.0% | -16.3% |
| YTD | -22.4% | +56.9% | -79.4% | -26.0% |
| 1Y | -19.5% | +123.9% | -143.4% | -26.3% |
| 3Y | +32.9% | -1.3% | +34.2% | +32.4% |
| All | +32.9% | -2.0% | +34.9% | +32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling