-33.4%
BABA vs CNI
+6.2%
-39.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.3% |
| 7D | +2.4% | +0.4% | +2.0% | +2.0% |
| 30D | -7.8% | +7.6% | -15.4% | -11.7% |
| 3M | -22.4% | +1.9% | -24.2% | -23.5% |
| 6M | -26.0% | +14.8% | -40.8% | -32.5% |
| YTD | -29.3% | +30.5% | -59.7% | -41.0% |
| 1Y | -37.5% | +36.5% | -74.0% | -49.6% |
| 3Y | +31.9% | +20.7% | +11.2% | +12.3% |
| 5Y | -33.4% | +7.0% | -40.4% | -39.6% |
| All | -33.4% | +6.2% | -39.7% | -39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling