-35.3%
BABA vs COP
+61.7%
-97.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -5.2% | +10.1% | +4.1% |
| 7D | +4.3% | -8.1% | +12.4% | +3.0% |
| 30D | -5.0% | +6.7% | -11.6% | -4.5% |
| 3M | -18.4% | +16.9% | -35.3% | -16.9% |
| 6M | -20.3% | +11.2% | -31.5% | -19.5% |
| YTD | -27.5% | +49.5% | -77.0% | -30.4% |
| 1Y | -35.3% | +60.7% | -96.0% | -36.7% |
| All | -35.3% | +61.7% | -97.0% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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