-27.7%
BABA vs CP
+27.2%
-54.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +3.0% |
| 7D | +8.6% | +6.1% | +2.5% | +5.6% |
| 30D | -1.1% | +9.8% | -10.8% | -5.5% |
| 3M | -15.9% | +2.7% | -18.7% | -17.3% |
| 6M | -17.5% | +12.8% | -30.3% | -22.9% |
| YTD | -25.6% | +28.2% | -53.8% | -35.3% |
| 1Y | -33.8% | +34.1% | -68.0% | -44.0% |
| 3Y | +34.6% | +28.9% | +5.7% | +13.4% |
| 5Y | -27.7% | +27.1% | -54.7% | -38.8% |
| All | -27.7% | +27.2% | -54.8% | -38.8% |
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