-35.9%
BABA vs CPRT
-20.1%
-15.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.6% | -5.3% | -3.8% |
| 7D | +3.8% | +1.6% | +2.2% | +3.7% |
| 30D | -5.4% | +18.8% | -24.2% | -5.5% |
| 3M | -17.9% | +9.4% | -27.3% | -17.7% |
| 6M | -24.1% | -4.4% | -19.7% | -23.9% |
| YTD | -27.4% | -17.1% | -10.3% | -26.9% |
| All | -35.9% | -20.1% | -15.8% | -37.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling