+16.7%
BABA vs COP
+338.9%
-322.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | -0.2% | -0.8% | +0.7% | 0.0% |
| 30D | -12.3% | +15.6% | -27.9% | -14.5% |
| 3M | -5.3% | +14.3% | -19.7% | -7.7% |
| 6M | -13.1% | +17.0% | -30.1% | -16.1% |
| YTD | -22.4% | +47.4% | -69.9% | -28.5% |
| 1Y | -19.5% | +52.4% | -71.9% | -26.4% |
| 3Y | +32.9% | +20.8% | +12.1% | +25.3% |
| 5Y | -29.9% | +191.7% | -221.6% | -44.8% |
| 10Y | +16.7% | +325.1% | -308.4% | -12.3% |
| All | +16.7% | +338.9% | -322.1% | -12.3% |
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