-28.3%
BABA vs COP
+113.7%
-142.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.2% |
| 7D | +11.6% | -11.5% | +23.2% | +13.5% |
| 30D | +2.3% | +5.0% | -2.7% | +1.2% |
| 3M | -13.7% | +17.5% | -31.2% | -16.2% |
| 6M | -21.9% | +16.2% | -38.1% | -24.2% |
| YTD | -24.6% | +48.8% | -73.4% | -31.1% |
| 1Y | -34.1% | +64.1% | -98.2% | -41.0% |
| 3Y | +36.3% | +25.7% | +10.6% | +26.9% |
| All | -28.3% | +113.7% | -142.0% | -40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling