+28.2%
BABA vs COP
+145.8%
-117.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.5% |
| 7D | -4.8% | +3.0% | -7.8% | -5.3% |
| 30D | -11.9% | +17.5% | -29.4% | -14.5% |
| 3M | -9.3% | +13.4% | -22.6% | -11.5% |
| 6M | -14.2% | +17.7% | -32.0% | -17.5% |
| YTD | -22.0% | +46.6% | -68.6% | -28.2% |
| 1Y | -12.7% | +44.6% | -57.3% | -19.6% |
| 3Y | +26.7% | +20.7% | +6.0% | +19.3% |
| 5Y | -29.3% | +185.0% | -214.4% | -44.6% |
| 10Y | +21.2% | +347.0% | -325.7% | -17.4% |
| All | +28.2% | +145.8% | -117.6% | +3.8% |
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