-34.1%
BABA vs CPB
-18.1%
-16.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.2% |
| 7D | +11.6% | +8.0% | +3.7% | +12.3% |
| 30D | +2.3% | +22.4% | -20.1% | +4.6% |
| 3M | -13.7% | +3.8% | -17.5% | -13.1% |
| 6M | -21.9% | +13.7% | -35.6% | -21.3% |
| YTD | -24.6% | -11.7% | -12.9% | -24.9% |
| 1Y | -34.1% | -18.1% | -16.0% | -35.1% |
| All | -34.1% | -18.1% | -16.0% | -35.1% |
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