+15.6%
BABA vs CSGP
+71.3%
-55.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.3% | +3.2% |
| 7D | +8.6% | +13.9% | -5.3% | +4.1% |
| 30D | -1.1% | +16.0% | -17.1% | -6.9% |
| 3M | -15.9% | +6.1% | -22.0% | -19.0% |
| 6M | -17.5% | -8.2% | -9.4% | -17.4% |
| YTD | -25.6% | -52.3% | +26.7% | -7.1% |
| 1Y | -33.8% | -54.5% | +20.7% | -16.2% |
| 3Y | +34.6% | -58.6% | +93.2% | +69.1% |
| 5Y | -27.7% | -61.5% | +33.9% | -9.5% |
| All | +15.6% | +71.3% | -55.7% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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