+31.1%
BABA vs CSGP
-57.8%
+88.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.0% | +0.9% | +4.4% |
| 7D | +4.3% | +18.3% | -14.0% | +2.3% |
| 30D | -5.0% | +17.8% | -22.8% | -7.3% |
| 3M | -18.4% | +9.3% | -27.6% | -19.7% |
| 6M | -20.3% | -7.9% | -12.4% | -19.9% |
| YTD | -27.5% | -51.5% | +24.0% | -19.7% |
| 1Y | -35.3% | -53.3% | +18.0% | -28.0% |
| All | +31.1% | -57.8% | +88.9% | +42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling