-31.3%
BABA vs CPNG
-49.0%
+17.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.8% |
| 7D | -4.8% | -7.4% | +2.7% | -2.1% |
| 30D | -11.9% | -4.4% | -7.5% | -10.7% |
| 3M | -9.3% | -7.5% | -1.8% | -8.0% |
| 6M | -14.2% | -19.9% | +5.7% | -9.7% |
| YTD | -22.0% | -35.2% | +13.1% | -11.9% |
| 1Y | -12.7% | -46.8% | +34.1% | +6.3% |
| 3Y | +26.7% | -20.2% | +46.8% | +24.9% |
| All | -31.3% | -49.0% | +17.7% | -23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling