-29.9%
BABA vs CNI
+11.4%
-41.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.5% |
| 7D | -0.2% | +2.5% | -2.7% | -1.6% |
| 30D | -12.3% | -2.5% | -9.8% | -11.2% |
| 3M | -5.3% | +2.7% | -8.0% | -7.4% |
| 6M | -13.1% | +16.9% | -30.0% | -21.9% |
| YTD | -22.4% | +26.3% | -48.8% | -33.8% |
| 1Y | -19.5% | +31.1% | -50.6% | -33.3% |
| 3Y | +32.9% | +21.1% | +11.9% | +12.2% |
| 5Y | -29.9% | +11.0% | -40.9% | -37.0% |
| All | -29.9% | +11.4% | -41.3% | -37.0% |
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