-35.9%
BABA vs CPB
-20.9%
-15.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.6% | -3.8% |
| 7D | +3.8% | +3.3% | +0.6% | +4.0% |
| 30D | -5.4% | +19.0% | -24.4% | -3.5% |
| 3M | -17.9% | +0.4% | -18.4% | -17.6% |
| 6M | -24.1% | +13.0% | -37.0% | -23.6% |
| YTD | -27.4% | -12.7% | -14.7% | -27.7% |
| All | -35.9% | -20.9% | -15.0% | -37.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling