-12.7%
BABA vs CP
+19.9%
-32.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | -4.8% | -2.7% | -2.1% | -4.1% |
| 30D | -11.9% | +0.2% | -12.1% | -12.1% |
| 3M | -9.3% | +2.6% | -11.8% | -10.3% |
| 6M | -14.2% | +6.0% | -20.2% | -16.7% |
| YTD | -22.0% | +24.9% | -47.0% | -28.1% |
| 1Y | -12.7% | +20.1% | -32.8% | -14.2% |
| All | -12.7% | +19.9% | -32.6% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling