+22.3%
BABA vs CNP
+148.1%
-125.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.6% | +5.2% | +3.1% |
| 7D | +8.6% | -5.3% | +13.9% | +9.5% |
| 30D | -1.1% | +3.7% | -4.7% | -1.8% |
| 3M | -15.9% | -1.1% | -14.8% | -15.9% |
| 6M | -17.5% | -7.1% | -10.4% | -16.8% |
| YTD | -25.6% | +6.0% | -31.6% | -26.8% |
| 1Y | -33.8% | +5.2% | -39.0% | -34.9% |
| 3Y | +34.6% | +57.5% | -22.9% | +22.2% |
| 5Y | -27.7% | +70.0% | -97.7% | -35.6% |
| 10Y | +17.7% | +137.8% | -120.1% | -9.2% |
| All | +22.3% | +148.1% | -125.8% | -6.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling