-30.1%
BABA vs CPB
-31.8%
+1.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.6% | -3.7% |
| 7D | +3.8% | +3.3% | +0.6% | +3.9% |
| 30D | -5.4% | +19.0% | -24.4% | -4.8% |
| 3M | -17.9% | +0.4% | -18.4% | -17.8% |
| 6M | -24.1% | +13.0% | -37.0% | -23.9% |
| YTD | -27.4% | -12.7% | -14.7% | -27.3% |
| 1Y | -36.1% | -20.9% | -15.2% | -36.0% |
| 3Y | +35.4% | -35.4% | +70.8% | +36.0% |
| 5Y | -30.1% | -32.3% | +2.2% | -26.2% |
| All | -30.1% | -31.8% | +1.7% | -26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling