-28.3%
BABA vs CP
+24.4%
-52.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +2.1% |
| 7D | +11.6% | +2.8% | +8.9% | +10.2% |
| 30D | +2.3% | +10.2% | -7.9% | -2.5% |
| 3M | -13.7% | +2.4% | -16.0% | -15.0% |
| 6M | -21.9% | +7.7% | -29.6% | -25.3% |
| YTD | -24.6% | +26.0% | -50.6% | -33.9% |
| 1Y | -34.1% | +34.6% | -68.7% | -44.4% |
| 3Y | +36.3% | +26.7% | +9.6% | +15.7% |
| All | -28.3% | +24.4% | -52.6% | -38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling