+17.1%
BABA vs COP
+324.3%
-307.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.2% |
| 7D | +11.6% | -11.5% | +23.2% | +13.8% |
| 30D | +2.3% | +5.0% | -2.7% | +1.2% |
| 3M | -13.7% | +17.5% | -31.2% | -16.4% |
| 6M | -21.9% | +16.2% | -38.1% | -24.4% |
| YTD | -24.6% | +48.8% | -73.4% | -30.9% |
| 1Y | -34.1% | +64.1% | -98.2% | -40.8% |
| 3Y | +36.3% | +25.7% | +10.6% | +27.3% |
| 5Y | -26.7% | +114.4% | -141.1% | -39.0% |
| All | +17.1% | +324.3% | -307.3% | -8.5% |
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