+35.4%
BABA vs CNP
+63.4%
-28.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.4% | -4.1% | -3.7% |
| 7D | +3.8% | -4.3% | +8.1% | +3.8% |
| 30D | -5.4% | +5.7% | -11.1% | -5.6% |
| 3M | -17.9% | +0.9% | -18.9% | -18.0% |
| 6M | -24.1% | -1.1% | -23.0% | -24.4% |
| YTD | -27.4% | +8.3% | -35.7% | -28.6% |
| 1Y | -36.1% | +5.9% | -42.0% | -36.9% |
| 3Y | +35.4% | +64.6% | -29.3% | +27.4% |
| All | +35.4% | +63.4% | -28.1% | +27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling