+22.3%
BABA vs CPRT
+657.8%
-635.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.1% | +2.8% |
| 7D | +8.6% | +9.9% | -1.3% | +4.8% |
| 30D | -1.1% | +21.1% | -22.2% | -8.2% |
| 3M | -15.9% | +12.3% | -28.3% | -20.1% |
| 6M | -17.5% | -2.0% | -15.5% | -18.2% |
| YTD | -25.6% | -17.0% | -8.6% | -21.6% |
| 1Y | -33.8% | -22.5% | -11.3% | -28.4% |
| 3Y | +34.6% | -29.3% | +63.9% | +46.5% |
| 5Y | -27.7% | -15.6% | -12.1% | -29.7% |
| 10Y | +17.7% | +411.6% | -393.9% | -51.7% |
| All | +22.3% | +657.8% | -635.5% | -59.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling