+11.7%
BABA vs CPB
-38.9%
+50.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | 0.0% |
| 7D | -13.8% | -1.6% | -12.2% | -13.8% |
| 30D | -15.1% | +19.2% | -34.3% | -15.0% |
| 3M | -22.7% | -0.9% | -21.8% | -22.7% |
| 6M | -34.7% | +15.2% | -49.9% | -34.7% |
| YTD | -35.0% | -13.1% | -21.9% | -34.9% |
| 1Y | -40.4% | -22.4% | -18.0% | -40.2% |
| 3Y | +21.9% | -35.3% | +57.2% | +22.5% |
| 5Y | -39.9% | -33.0% | -6.9% | -39.7% |
| All | +11.7% | -38.9% | +50.6% | +15.2% |
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