+16.0%
BABA vs CSGP
+45.2%
-29.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +2.1% |
| 7D | -4.8% | -4.1% | -0.7% | -3.5% |
| 30D | -11.9% | +2.3% | -14.2% | -13.0% |
| 3M | -9.3% | -8.2% | -1.1% | -7.6% |
| 6M | -14.2% | -35.1% | +20.8% | -2.0% |
| YTD | -22.0% | -54.0% | +32.0% | -0.1% |
| 1Y | -12.7% | -65.3% | +52.6% | +23.6% |
| 3Y | +26.7% | -62.6% | +89.2% | +67.5% |
| 5Y | -29.3% | -64.8% | +35.5% | -7.7% |
| All | +16.0% | +45.2% | -29.3% | -24.8% |
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