+17.1%
BABA vs CPB
-38.3%
+55.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.3% |
| 7D | +11.6% | +8.0% | +3.7% | +11.7% |
| 30D | +2.3% | +22.4% | -20.1% | +2.4% |
| 3M | -13.7% | +2.5% | -16.2% | -13.6% |
| 6M | -21.9% | +12.2% | -34.1% | -22.0% |
| YTD | -24.6% | -12.8% | -11.8% | -24.5% |
| 1Y | -34.1% | -19.2% | -14.9% | -33.9% |
| 3Y | +36.3% | -35.6% | +71.8% | +37.0% |
| 5Y | -26.7% | -31.4% | +4.7% | -26.5% |
| All | +17.1% | -38.3% | +55.4% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling