+17.4%
BABA vs CP
+251.8%
-234.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.3% | -2.4% |
| 7D | +2.4% | +2.8% | -0.5% | +1.1% |
| 30D | -7.8% | +11.0% | -18.8% | -12.1% |
| 3M | -22.4% | +3.8% | -26.2% | -24.0% |
| 6M | -26.0% | +9.5% | -35.5% | -29.5% |
| YTD | -29.3% | +28.2% | -57.5% | -37.6% |
| 1Y | -37.5% | +33.0% | -70.5% | -45.8% |
| 3Y | +31.9% | +35.5% | -3.6% | +11.5% |
| 5Y | -33.4% | +25.8% | -59.2% | -42.4% |
| All | +17.4% | +251.8% | -234.4% | -38.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling