-39.7%
BABA vs CNP
+5.5%
-45.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.1% | -6.9% | -7.1% |
| 7D | -12.7% | +2.5% | -15.1% | -12.0% |
| 30D | -14.9% | +4.0% | -18.9% | -14.1% |
| 3M | -24.6% | +1.6% | -26.3% | -24.5% |
| 6M | -29.3% | -1.7% | -27.7% | -30.5% |
| YTD | -35.0% | +8.6% | -43.7% | -35.1% |
| 1Y | -39.7% | +5.8% | -45.5% | -39.9% |
| All | -39.7% | +5.5% | -45.2% | -39.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling