+36.3%
BABA vs CPB
-35.2%
+71.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.3% |
| 7D | +11.6% | +8.0% | +3.7% | +11.4% |
| 30D | +2.3% | +22.4% | -20.1% | +1.9% |
| 3M | -13.7% | +3.8% | -17.5% | -13.7% |
| 6M | -21.9% | +13.7% | -35.6% | -22.6% |
| YTD | -24.6% | -11.7% | -12.9% | -23.5% |
| 1Y | -34.1% | -18.1% | -16.0% | -32.7% |
| 3Y | +36.3% | -34.7% | +71.0% | +42.6% |
| All | +36.3% | -35.2% | +71.4% | +42.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling