+17.1%
BABA vs CP
+253.8%
-236.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +2.0% |
| 7D | +11.6% | +2.8% | +8.9% | +10.3% |
| 30D | +2.3% | +10.2% | -7.9% | -2.1% |
| 3M | -13.7% | +2.4% | -16.0% | -14.9% |
| 6M | -21.9% | +7.7% | -29.6% | -25.0% |
| YTD | -24.6% | +26.0% | -50.6% | -32.9% |
| 1Y | -34.1% | +34.6% | -68.7% | -43.2% |
| 3Y | +36.3% | +26.7% | +9.6% | +18.9% |
| 5Y | -26.7% | +24.9% | -51.6% | -36.4% |
| All | +17.1% | +253.8% | -236.7% | -37.3% |
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