+28.2%
BABA vs CNH
+154.1%
-125.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.0% | -2.8% | +0.1% |
| 7D | -4.8% | +23.3% | -28.0% | -10.7% |
| 30D | -11.9% | +33.5% | -45.4% | -19.8% |
| 3M | -9.3% | +32.7% | -42.0% | -17.8% |
| 6M | -14.2% | +22.2% | -36.4% | -20.7% |
| YTD | -22.0% | +57.7% | -79.7% | -33.6% |
| 1Y | -12.7% | +28.0% | -40.7% | -21.0% |
| 3Y | +26.7% | +11.5% | +15.1% | +16.5% |
| 5Y | -29.3% | +11.9% | -41.2% | -36.2% |
| 10Y | +21.2% | +162.8% | -141.5% | -17.9% |
| All | +28.2% | +154.1% | -125.9% | -14.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling