+17.1%
BABA vs CPRT
+398.2%
-381.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.9% |
| 7D | +11.6% | +6.0% | +5.6% | +9.3% |
| 30D | +2.3% | +20.0% | -17.7% | -4.4% |
| 3M | -13.7% | +10.1% | -23.8% | -17.2% |
| 6M | -21.9% | -4.3% | -17.6% | -21.8% |
| YTD | -24.6% | -18.4% | -6.3% | -20.2% |
| 1Y | -34.1% | -20.1% | -14.0% | -29.7% |
| 3Y | +36.3% | -30.4% | +66.7% | +48.7% |
| 5Y | -26.7% | -17.0% | -9.8% | -28.8% |
| All | +17.1% | +398.2% | -381.2% | -35.6% |
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