-53.5%
BABA vs CPNG
-74.1%
+20.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.5% | -4.0% |
| 7D | +3.8% | +11.7% | -7.9% | -0.3% |
| 30D | -5.4% | +3.8% | -9.2% | -6.9% |
| 3M | -17.9% | +1.2% | -19.1% | -18.8% |
| 6M | -24.1% | -3.3% | -20.8% | -24.8% |
| YTD | -27.4% | -30.4% | +2.9% | -20.8% |
| 1Y | -36.1% | -43.1% | +7.1% | -24.9% |
| 3Y | +35.4% | +8.2% | +27.1% | +19.3% |
| 5Y | -30.1% | -44.7% | +14.6% | -30.8% |
| All | -53.5% | -74.1% | +20.6% | -51.5% |
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