+16.0%
BABA vs CPRT
+384.2%
-368.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | -3.6% | -1.4% | -2.2% | -3.1% |
| 30D | -8.4% | +21.5% | -29.8% | -14.7% |
| 3M | -20.6% | +9.4% | -30.0% | -23.7% |
| 6M | -25.4% | -3.3% | -22.1% | -25.6% |
| YTD | -30.1% | -17.8% | -12.3% | -26.2% |
| 1Y | -36.3% | -22.2% | -14.1% | -31.3% |
| 3Y | +30.4% | -34.0% | +64.4% | +45.9% |
| 5Y | -35.7% | -15.4% | -20.3% | -38.0% |
| 10Y | +16.0% | +376.0% | -360.0% | -38.4% |
| All | +16.0% | +384.2% | -368.2% | -38.4% |
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