-39.7%
BABA vs CNH
+21.1%
-60.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -4.2% | -2.9% | -6.8% |
| 7D | -12.7% | +6.4% | -19.1% | -12.9% |
| 30D | -14.9% | -1.6% | -13.2% | -14.6% |
| 3M | -24.6% | +11.6% | -36.2% | -25.9% |
| 6M | -29.3% | +12.5% | -41.9% | -31.1% |
| YTD | -35.0% | +31.1% | -66.1% | -37.6% |
| 1Y | -39.7% | +17.0% | -56.7% | -43.0% |
| All | -39.7% | +21.1% | -60.8% | -43.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling