+22.3%
BABA vs CP
+151.5%
-129.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.9% |
| 7D | +8.6% | +6.1% | +2.5% | +6.0% |
| 30D | -1.1% | +9.8% | -10.8% | -4.9% |
| 3M | -15.9% | +2.7% | -18.7% | -17.1% |
| 6M | -17.5% | +12.8% | -30.3% | -22.0% |
| YTD | -25.6% | +28.2% | -53.8% | -33.7% |
| 1Y | -33.8% | +34.1% | -68.0% | -42.2% |
| 3Y | +34.6% | +28.9% | +5.7% | +18.1% |
| 5Y | -27.7% | +27.1% | -54.7% | -36.7% |
| 10Y | +17.7% | +264.8% | -247.1% | -33.8% |
| All | +22.3% | +151.5% | -129.2% | -22.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling