+34.5%
BABA vs CPRT
-29.5%
+64.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.1% | +2.7% |
| 7D | +8.6% | +9.9% | -1.3% | +7.6% |
| 30D | -1.1% | +21.1% | -22.2% | -2.8% |
| 3M | -15.9% | +12.3% | -28.3% | -16.8% |
| 6M | -17.5% | -2.0% | -15.5% | -17.3% |
| YTD | -25.6% | -17.0% | -8.6% | -23.7% |
| 1Y | -33.8% | -22.5% | -11.3% | -31.5% |
| All | +34.5% | -29.5% | +64.1% | +41.5% |
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