-37.5%
BABA vs CP
+32.8%
-70.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.3% | -2.5% |
| 7D | +2.4% | +2.8% | -0.5% | +1.7% |
| 30D | -7.8% | +11.0% | -18.8% | -9.7% |
| 3M | -22.4% | +3.8% | -26.2% | -23.1% |
| 6M | -26.0% | +9.5% | -35.5% | -28.0% |
| YTD | -29.3% | +28.2% | -57.5% | -34.9% |
| 1Y | -37.5% | +33.0% | -70.5% | -41.3% |
| All | -37.5% | +32.8% | -70.3% | -41.3% |
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 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