+22.3%
BABA vs CPB
-19.8%
+42.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.6% |
| 7D | +8.6% | +11.6% | -3.0% | +8.3% |
| 30D | -1.1% | +23.3% | -24.4% | -1.5% |
| 3M | -15.9% | +1.6% | -17.6% | -15.9% |
| 6M | -17.5% | +13.9% | -31.5% | -17.9% |
| YTD | -25.6% | -11.7% | -13.9% | -25.3% |
| 1Y | -33.8% | -18.2% | -15.6% | -33.4% |
| 3Y | +34.6% | -35.2% | +69.8% | +36.3% |
| 5Y | -27.7% | -30.5% | +2.9% | -27.3% |
| 10Y | +17.7% | -37.1% | +54.8% | +19.7% |
| All | +22.3% | -19.8% | +42.1% | +13.2% |
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 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