-28.3%
BABA vs CPNG
-44.9%
+16.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.6% |
| 7D | +11.6% | +13.4% | -1.7% | +6.6% |
| 30D | +2.3% | +10.0% | -7.7% | -1.5% |
| 3M | -13.7% | -0.4% | -13.3% | -14.2% |
| 6M | -21.9% | -8.9% | -13.0% | -21.0% |
| YTD | -24.6% | -30.9% | +6.3% | -17.2% |
| 1Y | -34.1% | -43.8% | +9.7% | -21.7% |
| 3Y | +36.3% | -2.5% | +38.7% | +23.8% |
| All | -28.3% | -44.9% | +16.7% | -28.8% |
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 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