+15.8%
BABA vs CNH
+134.0%
-118.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +10.9% | -14.6% | -6.9% |
| 7D | +3.8% | +8.6% | -4.7% | +1.0% |
| 30D | -5.4% | +12.6% | -17.9% | -9.1% |
| 3M | -17.9% | +17.5% | -35.4% | -23.3% |
| 6M | -24.1% | +18.1% | -42.2% | -29.8% |
| YTD | -27.4% | +40.4% | -67.8% | -37.0% |
| 1Y | -36.1% | +34.0% | -70.1% | -43.9% |
| 3Y | +35.4% | +35.3% | +0.1% | +15.2% |
| 5Y | -30.1% | -5.1% | -25.0% | -34.5% |
| 10Y | +15.8% | +124.0% | -108.2% | -12.6% |
| All | +15.8% | +134.0% | -118.1% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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