-50.3%
BABA vs CPNG
-76.7%
+26.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | +0.6% |
| 7D | -0.2% | -6.3% | +6.1% | +2.0% |
| 30D | -12.3% | -8.7% | -3.5% | -9.7% |
| 3M | -5.3% | -2.4% | -2.9% | -5.9% |
| 6M | -13.1% | -22.3% | +9.3% | -7.7% |
| YTD | -22.4% | -37.2% | +14.8% | -11.9% |
| 1Y | -19.5% | -53.0% | +33.5% | +1.8% |
| 3Y | +32.9% | -20.0% | +53.0% | +31.3% |
| 5Y | -29.9% | -52.8% | +22.9% | -27.1% |
| All | -50.3% | -76.7% | +26.4% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 10y: compounded portfolio wealth divided by compounded CPNG 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…
10y analysis · Full analysis span regression · 6 months rolling