-28.3%
BABA vs CNP
+73.6%
-101.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.1% |
| 7D | +11.6% | -4.2% | +15.8% | +12.1% |
| 30D | +2.3% | +5.5% | -3.2% | +1.6% |
| 3M | -13.7% | +0.6% | -14.3% | -13.8% |
| 6M | -21.9% | -2.8% | -19.1% | -21.9% |
| YTD | -24.6% | +7.9% | -32.5% | -26.1% |
| 1Y | -34.1% | +6.7% | -40.8% | -35.3% |
| 3Y | +36.3% | +61.1% | -24.9% | +24.1% |
| All | -28.3% | +73.6% | -101.8% | -38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling