-33.4%
BABA vs CNP
+76.5%
-109.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -2.6% |
| 7D | +2.4% | -3.0% | +5.4% | +2.6% |
| 30D | -7.8% | +6.8% | -14.6% | -8.5% |
| 3M | -22.4% | +3.6% | -26.0% | -22.7% |
| 6M | -26.0% | 0.0% | -26.0% | -26.3% |
| YTD | -29.3% | +9.4% | -38.7% | -30.7% |
| 1Y | -37.5% | +6.8% | -44.3% | -38.6% |
| 3Y | +31.9% | +64.2% | -32.2% | +19.9% |
| 5Y | -33.4% | +76.0% | -109.5% | -42.8% |
| All | -33.4% | +76.5% | -109.9% | -42.8% |
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 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