+32.9%
BABA vs CNI
+21.3%
+11.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.5% |
| 7D | -0.2% | +2.5% | -2.7% | -1.0% |
| 30D | -12.3% | -2.5% | -9.8% | -11.6% |
| 3M | -5.3% | +2.7% | -8.0% | -6.7% |
| 6M | -13.1% | +16.9% | -30.0% | -19.0% |
| YTD | -22.4% | +26.3% | -48.8% | -30.2% |
| 1Y | -19.5% | +31.1% | -50.6% | -28.9% |
| 3Y | +32.9% | +21.1% | +11.9% | +24.8% |
| All | +32.9% | +21.3% | +11.7% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 3y: compounded portfolio wealth divided by compounded CNI 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…
3y analysis · Full analysis span regression · 6 months rolling