+15.7%
BABA vs COP
+302.1%
-286.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.4% | -2.7% |
| 7D | +2.4% | -6.1% | +8.5% | +3.4% |
| 30D | -7.8% | +1.1% | -8.9% | -8.2% |
| 3M | -22.4% | +10.9% | -33.3% | -24.1% |
| 6M | -26.0% | +20.8% | -46.7% | -28.9% |
| YTD | -29.3% | +48.0% | -77.3% | -35.1% |
| 1Y | -37.5% | +58.5% | -96.0% | -43.5% |
| 3Y | +31.9% | +28.1% | +3.8% | +22.8% |
| 5Y | -33.4% | +120.5% | -153.9% | -44.9% |
| 10Y | +15.7% | +310.1% | -294.4% | -9.7% |
| All | +15.7% | +302.1% | -286.4% | -9.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling