+22.3%
BABA vs CNH
+98.5%
-76.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.9% | +6.6% | +3.8% |
| 7D | +8.6% | -0.4% | +8.9% | +8.6% |
| 30D | -1.1% | -15.2% | +14.1% | +3.3% |
| 3M | -15.9% | +4.3% | -20.2% | -18.3% |
| 6M | -17.5% | +10.1% | -27.6% | -21.8% |
| YTD | -25.6% | +23.2% | -48.8% | -32.4% |
| 1Y | -33.8% | +8.5% | -42.3% | -37.7% |
| 3Y | +34.6% | +4.1% | +30.5% | +25.0% |
| 5Y | -27.7% | -17.8% | -9.8% | -28.9% |
| 10Y | +17.7% | +113.3% | -95.6% | -15.6% |
| All | +22.3% | +98.5% | -76.2% | -12.4% |
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