+28.2%
BABA vs CPB
-26.8%
+55.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.4% | +4.7% | +1.4% |
| 7D | -4.8% | -8.6% | +3.8% | -4.6% |
| 30D | -11.9% | -7.2% | -4.7% | -11.8% |
| 3M | -9.3% | +0.9% | -10.2% | -9.4% |
| 6M | -14.2% | -11.8% | -2.4% | -14.0% |
| YTD | -22.0% | -19.4% | -2.6% | -21.6% |
| 1Y | -12.7% | -30.4% | +17.7% | -11.8% |
| 3Y | +26.7% | -40.2% | +66.8% | +28.5% |
| 5Y | -29.3% | -39.5% | +10.2% | -28.7% |
| 10Y | +21.2% | -47.4% | +68.6% | +25.9% |
| All | +28.2% | -26.8% | +55.0% | +18.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling