+11.7%
BABA vs CNP
+145.0%
-133.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.1% | -6.9% | -7.0% |
| 7D | -12.7% | +2.5% | -15.1% | -13.0% |
| 30D | -14.9% | +4.0% | -18.9% | -15.5% |
| 3M | -24.6% | +1.6% | -26.3% | -24.9% |
| 6M | -29.3% | -1.7% | -27.7% | -29.4% |
| YTD | -35.0% | +8.6% | -43.7% | -36.3% |
| 1Y | -39.7% | +5.8% | -45.5% | -40.6% |
| 3Y | +21.2% | +63.0% | -41.8% | +10.2% |
| 5Y | -39.9% | +74.7% | -114.5% | -46.3% |
| All | +11.7% | +145.0% | -133.3% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 10y: compounded portfolio wealth divided by compounded CNP 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…
10y analysis · Full analysis span regression · 6 months rolling