-31.3%
BABA vs CP
+32.0%
-63.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.1% |
| 7D | -4.8% | -2.7% | -2.1% | -3.5% |
| 30D | -11.9% | +0.2% | -12.1% | -12.2% |
| 3M | -9.3% | +2.6% | -11.8% | -10.9% |
| 6M | -14.2% | +6.0% | -20.2% | -17.4% |
| YTD | -22.0% | +24.9% | -47.0% | -31.2% |
| 1Y | -12.7% | +20.1% | -32.8% | -21.5% |
| 3Y | +26.7% | +16.4% | +10.3% | +13.5% |
| All | -31.3% | +32.0% | -63.3% | -45.9% |
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