+14.9%
BABA vs CNI
+111.8%
-96.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.5% |
| 7D | -3.6% | -1.1% | -2.5% | -3.2% |
| 30D | -8.4% | +7.6% | -16.0% | -11.9% |
| 3M | -20.6% | +1.6% | -22.2% | -21.5% |
| 6M | -25.4% | +16.6% | -42.0% | -31.8% |
| YTD | -30.1% | +31.3% | -61.4% | -40.5% |
| 1Y | -36.3% | +35.2% | -71.5% | -46.8% |
| 3Y | +30.4% | +21.5% | +8.9% | +13.9% |
| 5Y | -35.7% | +8.5% | -44.2% | -40.5% |
| 10Y | +16.0% | +142.9% | -126.9% | -31.7% |
| All | +14.9% | +111.8% | -96.9% | -28.4% |
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