+28.2%
BABA vs CNC
+229.8%
-201.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.5% |
| 7D | -4.8% | +3.5% | -8.3% | -5.3% |
| 30D | -11.9% | +0.1% | -12.0% | -12.0% |
| 3M | -9.3% | +6.9% | -16.2% | -10.6% |
| 6M | -14.2% | +49.0% | -63.3% | -21.0% |
| YTD | -22.0% | +62.9% | -85.0% | -29.6% |
| 1Y | -12.7% | +134.0% | -146.7% | -26.8% |
| 3Y | +26.7% | +9.4% | +17.2% | +17.1% |
| 5Y | -29.3% | +4.1% | -33.5% | -35.3% |
| 10Y | +21.2% | +95.4% | -74.2% | -12.7% |
| All | +28.2% | +229.8% | -201.7% | -29.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling