+15.8%
BABA vs COP
+319.0%
-303.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.3% | -2.4% | -3.5% |
| 7D | +3.8% | -8.4% | +12.2% | +5.3% |
| 30D | -5.4% | +0.3% | -5.7% | -5.7% |
| 3M | -17.9% | +15.1% | -33.0% | -20.3% |
| 6M | -24.1% | +19.8% | -43.8% | -26.9% |
| YTD | -27.4% | +46.8% | -74.3% | -33.3% |
| 1Y | -36.1% | +59.7% | -95.8% | -42.3% |
| 3Y | +35.4% | +28.7% | +6.7% | +25.9% |
| 5Y | -30.1% | +110.7% | -140.8% | -41.7% |
| 10Y | +15.8% | +298.3% | -282.5% | -10.2% |
| All | +15.8% | +319.0% | -303.2% | -10.2% |
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