+16.0%
BABA vs CPRT
+423.6%
-407.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.1% |
| 7D | -4.8% | +2.2% | -7.0% | -5.6% |
| 30D | -11.9% | +16.6% | -28.5% | -16.9% |
| 3M | -9.3% | +9.6% | -18.9% | -13.0% |
| 6M | -14.2% | -11.1% | -3.1% | -11.3% |
| YTD | -22.0% | -13.9% | -8.2% | -18.7% |
| 1Y | -12.7% | -32.5% | +19.8% | 0.0% |
| 3Y | +26.7% | -25.0% | +51.7% | +34.9% |
| 5Y | -29.3% | -7.4% | -22.0% | -33.9% |
| All | +16.0% | +423.6% | -407.7% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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