-19.5%
BABA vs CPNG
-50.4%
+31.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | -0.2% |
| 7D | -0.2% | -6.3% | +6.1% | +0.5% |
| 30D | -12.3% | -8.7% | -3.5% | -11.4% |
| 3M | -5.3% | -2.4% | -2.9% | -5.1% |
| 6M | -13.1% | -22.3% | +9.3% | -11.4% |
| YTD | -22.4% | -37.2% | +14.8% | -18.4% |
| 1Y | -19.5% | -53.0% | +33.5% | -0.8% |
| All | -19.5% | -50.4% | +31.0% | -0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling