-58.4%
BABA vs CPNG
-75.9%
+17.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -4.4% | -2.7% | -5.6% |
| 7D | -12.7% | -6.9% | -5.8% | -10.5% |
| 30D | -14.9% | +1.1% | -16.0% | -15.4% |
| 3M | -24.6% | -6.3% | -18.3% | -23.4% |
| 6M | -29.3% | -3.8% | -25.5% | -29.9% |
| YTD | -35.0% | -35.2% | +0.2% | -27.3% |
| 1Y | -39.7% | -47.0% | +7.3% | -27.4% |
| 3Y | +21.2% | -0.2% | +21.4% | +9.9% |
| 5Y | -39.9% | -42.5% | +2.6% | -40.6% |
| All | -58.4% | -75.9% | +17.6% | -55.5% |
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