+16.3%
BABA vs CNI
+110.5%
-94.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | +2.4% | +0.4% | +2.0% | +2.0% |
| 30D | -7.8% | +7.6% | -15.4% | -11.4% |
| 3M | -22.4% | +1.9% | -24.2% | -23.4% |
| 6M | -26.0% | +14.8% | -40.8% | -31.8% |
| YTD | -29.3% | +30.5% | -59.7% | -39.6% |
| 1Y | -37.5% | +36.5% | -74.0% | -48.1% |
| 3Y | +31.9% | +20.7% | +11.2% | +15.6% |
| 5Y | -33.4% | +7.0% | -40.4% | -37.9% |
| 10Y | +15.7% | +136.0% | -120.3% | -30.9% |
| All | +16.3% | +110.5% | -94.3% | -27.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling