+36.3%
BABA vs CPRT
-30.7%
+66.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.4% |
| 7D | +11.6% | +6.0% | +5.6% | +11.0% |
| 30D | +2.3% | +20.0% | -17.7% | +0.6% |
| 3M | -13.7% | +10.1% | -23.8% | -14.4% |
| 6M | -21.9% | -4.3% | -17.6% | -21.4% |
| YTD | -24.6% | -18.4% | -6.3% | -22.6% |
| 1Y | -34.1% | -20.1% | -14.0% | -32.2% |
| 3Y | +36.3% | -30.4% | +66.7% | +43.5% |
| All | +36.3% | -30.7% | +66.9% | +43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling