+22.3%
BABA vs COP
+148.0%
-125.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +2.8% |
| 7D | +8.6% | -9.7% | +18.3% | +10.4% |
| 30D | -1.1% | +4.7% | -5.8% | -2.2% |
| 3M | -15.9% | +18.5% | -34.5% | -18.8% |
| 6M | -17.5% | +11.4% | -28.9% | -19.7% |
| YTD | -25.6% | +47.9% | -73.5% | -31.8% |
| 1Y | -33.8% | +59.3% | -93.2% | -40.4% |
| 3Y | +34.6% | +23.6% | +11.0% | +26.0% |
| 5Y | -27.7% | +113.1% | -140.7% | -40.1% |
| 10Y | +17.7% | +329.1% | -311.4% | -19.3% |
| All | +22.3% | +148.0% | -125.7% | -1.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling