-34.1%
BABA vs CNH
+11.5%
-45.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | +1.1% |
| 7D | +11.6% | -1.7% | +13.3% | +11.7% |
| 30D | +2.3% | -7.2% | +9.5% | +2.8% |
| 3M | -13.7% | +6.5% | -20.2% | -14.8% |
| 6M | -21.9% | +7.9% | -29.8% | -23.5% |
| YTD | -24.6% | +26.6% | -51.2% | -26.3% |
| 1Y | -34.1% | +13.8% | -47.9% | -37.3% |
| All | -34.1% | +11.5% | -45.6% | -37.3% |
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